# EDGAR Filing Document

**Accession Number:** 0000836622
**File Stem:** 0002071691-26-012203
**Filing Date:** 2026-5
**Character Count:** 458123
**Document Hash:** 4977737db2c3cbc4c12f451f0e46fbfd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012203.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0002071691-26-012203

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM DIVERSIFIED INCOME TRUST
- **CENTRAL INDEX KEY:** 0000836622

**ORGANIZATION NAME:**
- **EIN:** 043017475
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05635
- **FILM NUMBER:** 261024557

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6177601000

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

### PUTNAM DIVERSIFIED INCOME TRUST (Series ID: S000005529)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000015036 | Class A Shares | PDINX           |
| C000015038 | Class C Shares | PDVCX           |
| C000015039 | Class M Shares | PDVMX           |
| C000015040 | Class R Shares | PDVRX           |
| C000015041 | Class Y Shares | PDVYX           |
| C000135951 | Class R6       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Putnam Diversified Income Trust

- **b. Investment Company Act file number:** 811-05635

- **c. CIK number of Registrant:** 0000836622

- **d. LEI of Registrant:** BEV01UAW1ZICRL6JHE75

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

  - **Street Address 1:** 100 Federal Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-292-1000

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

- **a. Name of Series:** Putnam Diversified Income Trust

- **b. EDGAR series identifier (if any):** S000005529

- **c. LEI of Series:** BEV01UAW1ZICRL6JHE75

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $1950433829.35

**Total Liabilities:** $1030498420.34

**Net Assets:** $919935409.01

**Delayed Delivery Securities:** $978123109.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -934.56000000 | **1-Year:** -17463.19000000 | **5-Year:** -32503.13000000 | **10-Year:** -11154.53000000 | **30-Year:** -10858.49000000

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

- **3-Month:** -6.68000000 | **1-Year:** 39380.94000000 | **5-Year:** -248710.29000000 | **10-Year:** 25654.92000000 | **30-Year:** -48518.83000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015039 | 0.25%                | 1.07%                | -1.44%               |
| Class ID C000015038 | 0.41%                | 1.03%                | -1.67%               |
| Class ID C000135951 | 0.29%                | 1.10%                | -1.36%               |
| Class ID C000015040 | 0.24%                | 1.06%                | -1.42%               |
| Class ID C000015036 | 0.46%                | 1.05%                | -1.56%               |
| Class ID C000015041 | 0.28%                | 1.08%                | -1.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1060055.88              | $2086639.54                                |
| Month 2  | $338330.02               | $2681554.03                                |
| Month 3  | $-3079108.62             | $-10857463.12                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Garda World Security Corp.                                                      | Garda World Security Corp., First Lien, Fifteenth Additional CME Term Loan                        | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1099433 | PA      | $1093936.30   | 0.12%             | 2029-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2024-5C6, Class XA                                                     | CUSIP: 05593QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34239889 | PA      | $1331486.57   | 0.14%             | 2057-09-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                               | IRB Holding Corp., First Lien, 2025 Replacement CME Term Loan, B                                  | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    1541061 | PA      | $1539134.99   | 0.17%             | 2030-12-16      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-5C31, Class XA                                                  | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10297197 | PA      | $355128.71    | 0.04%             | 2057-12-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                                    | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |     980000 | PA      | $1096789.68   | 0.12%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR13, Class D                                                    | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1257960 | PA      | $712307.36    | 0.08%             | 2046-11-10      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                             | Bear Stearns Mortgage Funding Trust, Series 2006-AR2, Class 2A1                                   | CUSIP: 07401AAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3052792 | PA      | $2955046.95   | 0.32%             | 2046-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                     | Dick's Sporting Goods, Inc.                                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2243765.97   | 0.24%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $10840.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                     | Itron, Inc.                                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     358000 | PA      | $360685.00    | 0.04%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2018-DNA3, Class B2                                                     | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |     408000 | PA      | $464690.13    | 0.05%             | 2048-09-25      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1950000 | PA      | $-357089.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H12, Class AI                                                                   | CUSIP: 38376RBE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8425128 | PA      | $256848.44    | 0.03%             | 2065-05-20      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                                   | Workiva, Inc.                                                                                     | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     271000 | PA      | $254401.25    | 0.03%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     249000 | PA      | $17087.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-105, Class LI                                                                   | CUSIP: 38379NRH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4301985 | PA      | $901182.73    | 0.10%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     560000 | PA      | $622376.47    | 0.07%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                   | Alnylam Pharmaceuticals, Inc.                                                                     | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     405000 | PA      | $376148.97    | 0.04%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-139, Class SA                                                                   | CUSIP: 38381AKY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     939507 | PA      | $116547.02    | 0.01%             | 2048-10-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | Federation des Caisses Desjardins du Quebec                                                       | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    1015000 | PA      | $1011084.38   | 0.11%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1321000 | PA      | $-3617.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2002-W8, Class 1                                                                     | CUSIP: 31392DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2642030 | PA      | $8598.22      | 0.00%             | 2042-06-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     260000 | PA      | $271619.28    | 0.03%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                                 | Norwegian Krone                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |          0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class C                                    | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1197000 | PA      | $1043484.75   | 0.11%             | 2058-09-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                          | BWX Technologies, Inc.                                                                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     178000 | PA      | $184764.00    | 0.02%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3328.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $362522.16    | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-88474.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-47, Class SA                                                                    | CUSIP: 3136B5RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7727817 | PA      | $900716.53    | 0.10%             | 2049-08-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   29682000 | PA      | $273962.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                     | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     235000 | PA      | $231964.98    | 0.03%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-HQA2, Class B2                                               | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $600629.10    | 0.07%             | 2050-03-25      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-167, Class MI                                                                   | CUSIP: 38379FFD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8258235 | PA      | $1526249.01   | 0.17%             | 2045-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     410000 | PA      | $404823.83    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     900000 | PA      | $919356.30    | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                        | Dresdner Funding Trust I                                                                          | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107212.43    | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class C                      | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     549000 | PA      | $508297.74    | 0.06%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                             | AeroVironment, Inc.                                                                               | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     418000 | PA      | $410058.00    | 0.04%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10843500 | PA      | $308401.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1140000 | PA      | $1041504.00   | 0.11%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                            | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1202616 | PA      | $1198984.13   | 0.13%             | 2032-01-16      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Cleanspark, Inc.                                                                | Cleanspark, Inc.                                                                                  | CUSIP: 18452BAD2<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |     384000 | PA      | $259584.00    | 0.03%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5797000 | PA      | $-43446.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-2, Class M                                 | CUSIP: 35563PKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215186 | PA      | $210007.32    | 0.02%             | 2058-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-42, Class IC                                                                    | CUSIP: 38376MSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9034952 | PA      | $1739527.35   | 0.19%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     510000 | PA      | $-240093.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   31866700 | PA      | $760916.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                     | Avnet, Inc.                                                                                       | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     249000 | PA      | $270414.00    | 0.03%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H16, Class JI                                                                   | CUSIP: 38375UG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12104407 | PA      | $497600.08    | 0.05%             | 2067-08-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                       | MFA Trust, Series 2024-NPL1, Class A1                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     478479 | PA      | $479428.36    | 0.05%             | 2054-09-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd.                                                                    | Home Re Ltd., Series 2026-1, Class M1C                                                            | CUSIP: 436956AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $150445.46    | 0.02%             | 2036-01-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     850000 | PA      | $752377.50    | 0.08%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class D                                   | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |     260273 | PA      | $254579.10    | 0.03%             | 2059-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                          | Neptune Bidco US, Inc.                                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     350000 | PA      | $340021.15    | 0.04%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     850000 | PA      | $843927.17    | 0.09%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    2110000 | PA      | $2117014.99   | 0.23%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Strategy, Inc.                                                                  | Strategy, Inc.                                                                                    | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     226000 | PA      | $188145.00    | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2787901.23   | 0.30%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     340000 | PA      | $339192.43    | 0.04%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H10, Class MI                                                                   | CUSIP: 38375UB25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20074192 | PA      | $550687.27    | 0.06%             | 2067-04-20      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                   | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1110300 | PA      | $1163081.84   | 0.13%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2372.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1052188.93   | 0.11%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-77, Class SM                                                                    | CUSIP: 38382QX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24808793 | PA      | $3308381.54   | 0.36%             | 2051-05-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -173832000 | PA      | $-325379.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | Schneider Electric SE, Series SUFP                                                                | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $603269.37    | 0.07%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-59, Class 1A1                                                 | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     349103 | PA      | $336174.56    | 0.04%             | 2035-11-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Trust                                               | Real Estate Asset Liquidity Trust, Series 2024-RONA, Class X                                      | CUSIP: 75585RSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   47673213 | PA      | $928378.51    | 0.10%             | 2041-12-12      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA7, Class 1A1                                                | CUSIP: 02146BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1614891 | PA      | $1513936.77   | 0.16%             | 2046-06-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     250000 | PA      | $259782.50    | 0.03%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     860000 | PA      | $899792.20    | 0.10%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     780000 | PA      | $768851.72    | 0.08%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                                                  | Terawulf, Inc.                                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     318000 | PA      | $329261.52    | 0.04%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                               | Ghana Government Bond                                                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |          0 | PA      | $0.00         | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-2037.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR12, Class AM                                                   | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     758073 | PA      | $727165.71    | 0.08%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2012-LC4, Class E                                                     | CUSIP: 126192AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10009000 | PA      | $1181577.46   | 0.13%             | 2044-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                     | Nigeria Government Bond                                                                           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    2050000 | PA      | $2137395.29   | 0.23%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2600000 | PA      | $2551503.50   | 0.28%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-102462.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR10, Class XA                                                          | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40067174 | PA      | $1444938.49   | 0.16%             | 2057-10-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     421000 | PA      | $412373.83    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                               | Ghana Government Bond                                                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1053360 | PA      | $901072.57    | 0.10%             | 2035-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1                              | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126000 | PA      | $127643.18    | 0.01%             | 2040-01-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                                | Iraq Government Bond                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    1917500 | PA      | $1867847.93   | 0.20%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                           | Ahead DB Holdings LLC, First Lien, CME Term Loan, B3                                              | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     532073 | PA      | $525007.52    | 0.06%             | 2031-02-03      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1B                               | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     412773 | PA      | $428546.61    | 0.05%             | 2029-04-25      | Floating      | 13.03%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     780000 | PA      | $774917.24    | 0.08%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     166000 | PA      | $24568.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3442.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-145845.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                  | Alphabet, Inc.                                                                                    | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1042931.57   | 0.11%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-119, Class SA                                                                   | CUSIP: 38379EAL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6032120 | PA      | $560042.51    | 0.06%             | 2044-08-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-119, Class IN                                                                   | CUSIP: 38381YL93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12533144 | PA      | $2986964.06   | 0.32%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     375000 | PA      | $381377.63    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-DC1, Class B                                                     | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2646000 | PA      | $2538043.73   | 0.28%             | 2048-02-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                                          | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     419000 | PA      | $427297.38    | 0.05%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                      | Alibaba Group Holding Ltd.                                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     309000 | PA      | $429123.75    | 0.05%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4287843.86   | 0.47%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    2200000 | PA      | $2127416.41   | 0.23%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | Legrand SA                                                                                        | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $501084.83    | 0.05%             | 2033-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H23, Class NI                                                                   | CUSIP: 38376RA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16370251 | PA      | $806807.81    | 0.09%             | 2066-10-20      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14399.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2B                               | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     437382 | PA      | $449771.88    | 0.05%             | 2029-01-25      | Floating      | 14.53%                | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1915864.93   | 0.21%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1311.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2013-34, Class IH                                                                    | CUSIP: 38378JL67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3923506 | PA      | $719084.01    | 0.08%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $309.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                | Salesforce, Inc.                                                                                  | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1135683.63   | 0.12%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA7, Class 1A2                                                | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     163414 | PA      | $162751.98    | 0.02%             | 2046-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     988000 | PA      | $993090.18    | 0.11%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                            | Provincia de Cordoba Argentina                                                                    | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     540000 | PA      | $516375.00    | 0.06%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     240000 | PA      | $248694.18    | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                       | IREN Ltd.                                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     329000 | PA      | $240844.45    | 0.03%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    3790000 | PA      | $3518067.50   | 0.38%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                        | PRPM LLC, Series 2026-1, Class A1                                                                 | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1337382 | PA      | $1324284.31   | 0.14%             | 2031-02-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                      | Cloud Software Group, Inc.                                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $488277.65    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                          | Aramark Services, Inc.                                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    1226000 | PA      | $1219444.95   | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                                                           | Affirm Holdings, Inc.                                                                             | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     339000 | PA      | $318079.32    | 0.03%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2273.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    1170000 | PA      | $1310110.78   | 0.14%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                       | IRV Trust, Series 2025-200P, Class C                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1344000 | PA      | $1334630.44   | 0.15%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     934000 | PA      | $924210.17    | 0.10%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     830000 | PA      | $886248.34    | 0.10%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                                         | Rivian Automotive, Inc.                                                                           | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     287000 | PA      | $275577.40    | 0.03%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136599.89    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1248080.23   | 0.14%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | South Bow USA Infrastructure Holdings LLC                                                         | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1258415.31   | 0.14%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     685000 | PA      | $724260.78    | 0.08%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    2250000 | PA      | $2258095.30   | 0.25%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-128, Class IA                                                                   | CUSIP: 38378HK70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7570293 | PA      | $1205988.56   | 0.13%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1231657.27   | 0.13%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                               | Taylor Morrison Communities, Inc.                                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    2811000 | PA      | $2791467.20   | 0.30%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5955000 | PA      | $312333.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    2050000 | PA      | $1893995.00   | 0.21%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    2280000 | PA      | $2341425.48   | 0.25%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-63, Class PS                                                                    | CUSIP: 38382FGP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2014097 | PA      | $251696.47    | 0.03%             | 2050-04-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | Extra Space Storage LP                                                                            | CUSIP: 30227QD78<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             | CORP              | US        |    1800000 | PA      | $1798614.00   | 0.20%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22022000 | PA      | $222743.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                               | Barclays Bank plc                                                                                 | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |      91000 | PA      | $91273.91     | 0.01%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   21121500 | PA      | $2736952.84   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1616000 | PA      | $-1346.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     340000 | PA      | $335560.23    | 0.04%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13381.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  173832000 | PA      | $751599.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                                                           | DXP Enterprises, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     328350 | PA      | $330607.41    | 0.04%             | 2030-10-11      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     643000 | PA      | $-6177.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | Boston Properties LP                                                                              | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     379000 | PA      | $345837.50    | 0.04%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TVC Mortgage Trust                                                              | TVC Mortgage Trust, Series 2026-RRTL1, Class M1                                                   | CUSIP: 87306XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     269000 | PA      | $267302.58    | 0.03%             | 2041-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H02, Class BI                                                                   | CUSIP: 38375UYG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4339090 | PA      | $165177.01    | 0.02%             | 2067-01-20      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer, Inc.                                            | Asurion LLC and Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     780000 | PA      | $809864.63    | 0.09%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-58, Class KI                                                                    | CUSIP: 3136APW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7602598 | PA      | $1193932.54   | 0.13%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     249000 | PA      | $16313.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                 | Snowflake, Inc.                                                                                   | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     208000 | PA      | $246064.00    | 0.03%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1000000 | PA      | $-965240.04   | -0.10%            | 2056-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     420000 | PA      | $426196.26    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                             | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2D                                  | CUSIP: 17312EAE6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    4439241 | PA      | $3899048.05   | 0.42%             | 2037-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2229476 | PA      | $2212755.03   | 0.24%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | Protective Life Global Funding                                                                    | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1806521.64   | 0.20%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                          | TK Elevator Midco GmbH, First Lien, CME Term Loan, B1                                             | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |     809204 | PA      | $811845.66    | 0.09%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                                               | Kenan Advantage Group, Inc. (The), First Lien, U.S. CME Term Loan, B4                             | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-42, Class LS                                                                    | CUSIP: 3136ANX69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     892209 | PA      | $65852.68     | 0.01%             | 2045-06-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class D                      | CUSIP: 61690VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316733 | PA      | $304400.13    | 0.03%             | 2048-10-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL3, Class A1                                                              | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |    2530717 | PA      | $2511868.38   | 0.27%             | 2056-02-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         11 | NC      | $-17368.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     581000 | PA      | $3109.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  155533000 | PA      | $21702.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1                              | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1471000 | PA      | $1509552.56   | 0.16%             | 2042-01-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                       | MFA Trust, Series 2025-NQM3, Class A1                                                             | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     209609 | PA      | $209534.59    | 0.02%             | 2070-08-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5024, Class HI                                                                      | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19094375 | PA      | $4496097.07   | 0.49%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                               | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     651187 | PA      | $645759.37    | 0.07%             | 2032-09-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 1998-T2, Class A4                                                                    | CUSIP: 31359U4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        145 | PA      | $5.52         | 0.00%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2018-5, Class M1                                                | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $205577.57    | 0.02%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                              | Pinnacle Buyer LLC, First Lien, Initial CME Term Loan, B                                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     384784 | PA      | $385686.02    | 0.04%             | 2032-10-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2024-5C8, Class XA                                                     | CUSIP: 09661XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12606369 | PA      | $432071.94    | 0.05%             | 2057-12-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     166000 | PA      | $24568.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-HQA1, Class B2                                                     | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | CORP              | US        |     841000 | PA      | $997776.02    | 0.11%             | 2049-02-25      | Floating      | 16.03%                | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                              | New Zealand Dollar                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |          0 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     600000 | PA      | $23100.00     | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     265000 | PA      | $270199.83    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2013-152, Class SJ                                                                   | CUSIP: 38378UXE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8798404 | PA      | $958875.54    | 0.10%             | 2041-05-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C5, Class C                                       | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     641000 | PA      | $583174.94    | 0.06%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7425000 | PA      | $-3379.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E                                          | CUSIP: 12527DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1124000 | PA      | $1063488.56   | 0.12%             | 2047-12-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2819166.77   | 0.31%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     295000 | PA      | $298264.43    | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Nebius Group NV                                                                 | Nebius Group NV                                                                                   | CUSIP: 63954QAJ5<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     632000 | PA      | $609058.40    | 0.07%             | 2031-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1450000 | PA      | $1501048.86   | 0.16%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      11000 | PA      | $243.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2018-BN11, Class D                                                                   | CUSIP: 06540TAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     675000 | PA      | $571438.26    | 0.06%             | 2061-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $3007034.00   | 0.33%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                      | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4                              | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700587 | PA      | $694481.90    | 0.08%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     495000 | PA      | $500001.22    | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3211.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                                                | WisdomTree, Inc.                                                                                  | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     394000 | PA      | $430248.00    | 0.05%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                  | Alimentation Couche-Tard, Inc.                                                                    | CUSIP: 01626VD26<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |    2715000 | PA      | $2714392.93   | 0.30%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 326, Class S2                                                                       | CUSIP: 31325VB94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2789531 | PA      | $278502.72    | 0.03%             | 2044-03-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2500000 | PA      | $-2511905.40  | -0.27%            | 2056-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                 | Intercontinental Exchange, Inc.                                                                   | CUSIP: 45856XD79<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |    1425000 | PA      | $1423912.28   | 0.15%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                         | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     564000 | PA      | $547241.30    | 0.06%             | 2057-10-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2388121.44   | 0.26%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                       | Akamai Technologies, Inc.                                                                         | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     240000 | PA      | $278640.00    | 0.03%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $168.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3300000 | PA      | $3604772.89   | 0.39%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                                                     | Swiss Franc                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      17002 | OU      | $21262.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                                     | QXO Building Products, Inc.                                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1342438.79   | 0.15%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     203174 | PA      | $204159.39    | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Forint                                                                          | Forint                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |          1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS Holding Ltd.                                                                | IHS Holding Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    1030000 | PA      | $1057560.11   | 0.11%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     540000 | PA      | $520525.36    | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                         | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1269197 | PA      | $1271183.42   | 0.14%             | 2031-02-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SF Abs Issuer LLC                                                               | SF ABS Issuer LLC, Series 2025-1A, Class A2                                                       | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     623000 | PA      | $610903.08    | 0.07%             | 2055-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                            | Meritage Homes Corp.                                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     312000 | PA      | $302016.00    | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems, Inc.                                                     | Merit Medical Systems, Inc.                                                                       | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     211000 | PA      | $226086.50    | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    4000000 | PA      | $297541.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2012-127, Class BI                                                                   | CUSIP: 3136A9C48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2010862 | PA      | $406287.36    | 0.04%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-4, Class BI                                                                     | CUSIP: 38378P4B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4099086 | PA      | $778189.01    | 0.08%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1160000 | PA      | $1031651.57   | 0.11%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                     | Jordan Government Bond                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     470000 | PA      | $483265.20    | 0.05%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B                      | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     776486 | PA      | $738193.45    | 0.08%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3701.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                       | PPL Capital Funding, Inc.                                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     546000 | PA      | $640321.50    | 0.07%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR6, Class C                                                     | CUSIP: 12624XAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255000 | PA      | $248385.66    | 0.03%             | 2046-03-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4440000 | PA      | $4241976.00   | 0.46%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1067.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2018-B6, Class B                                                 | CUSIP: 08162CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $903211.27    | 0.10%             | 2051-10-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, 2025-2 Refinancing CME Term Loan                                 | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    1306510 | PA      | $1311004.43   | 0.14%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                              | Ryder System, Inc.                                                                                | CUSIP: 78355BD74<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | STIV             | CORP              | US        |    1805000 | PA      | $1803610.15   | 0.20%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   17126000 | PA      | $248243.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                           | Global Payments, Inc.                                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     270000 | PA      | $238423.78    | 0.03%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                            | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     645150 | PA      | $639666.23    | 0.07%             | 2030-12-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                          | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan, B                      | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    1039444 | PA      | $1041065.56   | 0.11%             | 2028-10-23      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                        | Enel Finance America LLC                                                                          | CUSIP: 29279HFS9<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    2225000 | PA      | $2203179.87   | 0.24%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    3338000 | PA      | $494038.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2110000 | PA      | $2103837.01   | 0.23%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                     | AvalonBay Communities, Inc.                                                                       | CUSIP: 05348BD77<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             | CORP              | US        |    3490000 | PA      | $3487292.46   | 0.38%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc                                                                  | TransDigm, Inc., First Lien, CME Term Loan, N                                                     | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115116 | PA      | $115303.34    | 0.01%             | 2033-02-14      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| MARA Holdings, Inc.                                                             | MARA Holdings, Inc.                                                                               | CUSIP: 565788AF3<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |     317000 | PA      | $281179.00    | 0.03%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                    | Jones Deslauriers Insurance Management, Inc.                                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    1155000 | PA      | $1174956.09   | 0.13%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                  | Alphabet, Inc.                                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1291544.96   | 0.14%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                               | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     225000 | PA      | $231772.28    | 0.03%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     580000 | PA      | $547833.65    | 0.06%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2260097.40   | 0.25%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Franklin Ultra Short Bond ETF                                                   | Franklin Ultra Short Bond ETF                                                                     | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             |  | RF                | US        |     691880 | NS      | $17297000.00  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1251989.04   | 0.14%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4265, Class SD                                                                      | CUSIP: 3137B5SA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10559242 | PA      | $657124.86    | 0.07%             | 2035-01-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                | AptarGroup, Inc.                                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     550000 | PA      | $545374.10    | 0.06%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile, Inc.                                                           | AST SpaceMobile, Inc.                                                                             | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     103000 | PA      | $109051.25    | 0.01%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Digital Holdings LP                                                      | Galaxy Digital Holdings LP                                                                        | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     424000 | PA      | $302825.62    | 0.03%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13662300 | PA      | $22924.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    3100000 | PA      | $328962.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                       | Outfront Media Capital LLC / Outfront Media Capital Corp.                                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $464258.71    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                   | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    1905694 | PA      | $1837336.34   | 0.20%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1010642.64   | 0.11%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2018-HQA2, Class B2                                                     | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |    2017000 | PA      | $2452210.11   | 0.27%             | 2048-10-25      | Floating      | 14.78%                | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                  | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     460000 | PA      | $461840.00    | 0.05%             | 2028-08-23      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Cipher Digital, Inc.                                                            | Cipher Digital, Inc.                                                                              | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |     310000 | PA      | $346326.89    | 0.04%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR17, Class D                                                    | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1232000 | PA      | $1045379.72   | 0.11%             | 2047-05-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                       | MKS, Inc.                                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     318000 | PA      | $526131.00    | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1108377.20   | 0.12%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                         | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1651212.82   | 0.18%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                          | GSAA Home Equity Trust, Series 2006-8, Class 2A2                                                  | CUSIP: 362348AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9105507 | PA      | $1839111.27   | 0.20%             | 2036-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     750000 | PA      | $725289.48    | 0.08%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1070.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       1000 | PA      | $-10.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                                              | Tricolor Auto Securitization Trust, Series 2024-1A, Class A                                       | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     720135 | PA      | $715381.99    | 0.08%             | 2027-10-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2265000 | PA      | $32465.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2011-101, Class SA                                                                   | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5116908 | PA      | $481299.41    | 0.05%             | 2041-10-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                            | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     420000 | PA      | $368287.50    | 0.04%             | 2030-02-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | Extra Space Storage LP                                                                            | CUSIP: 30227QDG8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             | CORP              | US        |    1665000 | PA      | $1662022.98   | 0.18%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    2740000 | PA      | $2773639.20   | 0.30%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                  | Illumina, Inc.                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     697000 | PA      | $697166.65    | 0.08%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-32                                                                              | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27819709 | PA      | $1425203.71   | 0.15%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-836.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                        | Guidewire Software, Inc.                                                                          | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     450000 | PA      | $449156.25    | 0.05%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                               | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     400000 | PA      | $399113.97    | 0.04%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1759309.44   | 0.19%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1334201.63   | 0.15%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4945, Class SL                                                                      | CUSIP: 3137FQNN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1652812 | PA      | $193695.84    | 0.02%             | 2050-01-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR12, Class XA                                                          | CUSIP: 06644XBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8671015 | PA      | $144300.86    | 0.02%             | 2057-12-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H16                                                                             | CUSIP: 38375UJ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11436151 | PA      | $686923.87    | 0.07%             | 2067-08-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  403055000 | PA      | $-3026812.60  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5225500 | PA      | $141864.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $391.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                                         | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177371.25    | 0.02%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                         | Uber Technologies, Inc., Series 2028                                                              | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     299000 | PA      | $360070.75    | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1020000 | PA      | $1095607.50   | 0.12%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corp.                                                                 | JBT Marel Corp.                                                                                   | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     234000 | PA      | $227331.00    | 0.02%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                     | Crocs, Inc.                                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1526852.95   | 0.17%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2779311.71   | 0.30%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Compass, Inc.                                                                   | Compass, Inc.                                                                                     | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |     326000 | PA      | $273677.00    | 0.03%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M                                 | CUSIP: 35563PLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1174210 | PA      | $1158898.62   | 0.13%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                     | North Macedonia Government Bond                                                                   | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |     650000 | PA      | $714113.22    | 0.08%             | 2034-01-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2721555.44   | 0.30%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                     | Halozyme Therapeutics, Inc.                                                                       | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     408000 | PA      | $523056.00    | 0.06%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     395000 | PA      | $58461.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $6418148.87   | 0.70%             | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1421769.52   | 0.15%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEG Properties BV                                                               | LEG Properties BV                                                                                 | CUSIP: N/A<br>LEI: 529900AYYCXMYYCTIT93       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $335622.21    | 0.04%             | 2030-09-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                | Proofpoint, Inc., First Lien, 2024 Refinancing CME Term Loan                                      | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1366416 | PA      | $1324856.44   | 0.14%             | 2028-08-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1373625.00   | 0.15%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1040000 | PA      | $1009874.74   | 0.11%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                  | Rivers Enterprise Borrower LLC                                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $369282.64    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1291039.25   | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Liberty Energy, Inc.                                                            | Liberty Energy, Inc.                                                                              | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |     238000 | PA      | $260967.00    | 0.03%             | 2031-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     560000 | PA      | $550746.04    | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                              | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     193033 | PA      | $195131.79    | 0.02%             | 2042-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     131000 | PA      | $13181.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    2680000 | PA      | $2984133.98   | 0.32%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     170000 | PA      | $186964.13    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma, Inc.                                                          | Bridgebio Pharma, Inc.                                                                            | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      88000 | PA      | $87401.60     | 0.01%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-146                                                                             | CUSIP: 38378GNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2406033 | PA      | $498323.04    | 0.05%             | 2042-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                         | Burlington Stores, Inc.                                                                           | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     187000 | PA      | $309485.00    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR7, Class D                                                     | CUSIP: 12625FBA3<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |     136808 | PA      | $134148.92    | 0.01%             | 2046-03-10      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     370000 | PA      | $377858.82    | 0.04%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                    | Airbnb, Inc.                                                                                      | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     405000 | PA      | $404257.44    | 0.04%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                     | Ionis Pharmaceuticals, Inc.                                                                       | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     193000 | PA      | $201564.38    | 0.02%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                       | Forvia SE                                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $390781.92    | 0.04%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-1006.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8617000 | PA      | $-20506.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class AS                                               | CUSIP: 08164HBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1955000 | PA      | $1979615.21   | 0.22%             | 2031-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2019-01, Class M10                  | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |     348407 | PA      | $354078.38    | 0.04%             | 2049-10-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                   | AIB Group plc                                                                                     | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1185000 | PA      | $1240487.06   | 0.13%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                    | Avient Corp.                                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277151.60    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | Raizen Fuels Finance SA                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1030000 | PA      | $571650.00    | 0.06%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Uzbekistan Government Bond                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    1640000 | PA      | $1714277.44   | 0.19%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     460000 | PA      | $466373.30    | 0.05%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | Endo Finance Holdings LP, First Lien, 2024 Refinancing CME Term Loan                              | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     957726 | PA      | $954134.66    | 0.10%             | 2031-04-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class M2                                | CUSIP: 35563PCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     435828 | PA      | $431539.93    | 0.05%             | 2056-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      37000 | PA      | $-1267.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                               | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    1046468 | PA      | $1045923.80   | 0.11%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc., First Lien, CME Term Loan, J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1083928 | PA      | $1085294.13   | 0.12%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H24, Class JI                                                                   | CUSIP: 38376RG26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4164855 | PA      | $266971.39    | 0.03%             | 2066-11-20      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                                                    | Rubrik, Inc.                                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     234000 | PA      | $202234.50    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-CR27, Class C                                                    | CUSIP: 12635QBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12718 | PA      | $12191.44     | 0.00%             | 2048-10-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                         | Cameroon Government Bond                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    1080000 | PA      | $1079700.34   | 0.12%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                               | CD Mortgage Trust, Series 2017-CD4, Class B                                                       | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2660000 | PA      | $2439982.89   | 0.27%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H10, Class BI                                                                   | CUSIP: 38376RAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6413954 | PA      | $300230.76    | 0.03%             | 2065-04-20      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class F                      | CUSIP: 61762MBG5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     254000 | PA      | $38955.14     | 0.00%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class D                                    | CUSIP: 29425AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     549000 | PA      | $337635.00    | 0.04%             | 2058-09-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP, First Lien, 2028 Refinancing CME Term Loan                                   | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     219265 | PA      | $219840.45    | 0.02%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2022-C14, Class XA                                                   | CUSIP: 07336AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28518144 | PA      | $853770.50    | 0.09%             | 2055-02-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    1000000 | PA      | $1043990.00   | 0.11%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-97, Class QS                                                                    | CUSIP: 38382GXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1927513 | PA      | $258290.08    | 0.03%             | 2050-07-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H05, Class BI                                                                   | CUSIP: 38380LAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24853778 | PA      | $1035681.80   | 0.11%             | 2068-02-20      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     493000 | PA      | $484.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                     | Penske Truck Leasing Co. LP                                                                       | CUSIP: 70962BDD3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    2000000 | PA      | $1997035.20   | 0.22%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-26, Class MI                                                                    | CUSIP: 38380CH71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     653788 | PA      | $120079.12    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class D                              | CUSIP: 46641JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1461000 | PA      | $1338500.99   | 0.15%             | 2047-02-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   15855000 | PA      | $-59664.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                              | United Rentals North America, Inc.                                                                | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     533000 | PA      | $506667.40    | 0.06%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5002, Class SJ                                                                      | CUSIP: 3137FUAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23635145 | PA      | $2757231.15   | 0.30%             | 2050-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    3020000 | PA      | $2928452.96   | 0.32%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4105, Class HI                                                                      | CUSIP: 3137AUD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     706656 | PA      | $31045.39     | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4365000 | PA      | $4254.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4457.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                       | Chobani LLC / Chobani Finance Corp., Inc.                                                         | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1120302.17   | 0.12%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2582495.21   | 0.28%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    4000000 | PA      | $351710.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H06, Class BI                                                                   | CUSIP: 38376RV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9699846 | PA      | $345416.35    | 0.04%             | 2067-02-20      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, 2025 Incremental CME Term Loan                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     114138 | PA      | $113295.74    | 0.01%             | 2032-05-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                      | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                                                | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     235871 | PA      | $235052.02    | 0.03%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2                              | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $188863.04    | 0.02%             | 2041-10-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     735000 | PA      | $721872.94    | 0.08%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1                              | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368021 | PA      | $371160.95    | 0.04%             | 2039-06-25      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                   | MAD Commercial Mortgage Trust, Series 2025-11MD, Class D                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1830825.36   | 0.20%             | 2042-10-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1015000 | PA      | $997290.02    | 0.11%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5349, Class IB                                                                      | CUSIP: 3137HANZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3680644 | PA      | $769803.75    | 0.08%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     340791 | PA      | $340365.49    | 0.04%             | 2032-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  119743000 | PA      | $880315.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                | AutoNation, Inc.                                                                                  | CUSIP: 05330ND14<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2825000 | PA      | $2824675.13   | 0.31%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-Bobl                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -55 | NC      | $106707.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR7, Class XA                                                           | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28637112 | PA      | $1057949.40   | 0.12%             | 2057-06-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Energy Fuels, Inc.                                                              | Energy Fuels, Inc.                                                                                | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |     166000 | PA      | $194801.00    | 0.02%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                           | McCormick & Co., Inc.                                                                             | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     335000 | PA      | $331813.45    | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                 | Intercontinental Exchange, Inc.                                                                   | CUSIP: 45856XD20<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |    1915000 | PA      | $1914572.96   | 0.21%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5721.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3023000 | PA      | $2735700.13   | 0.30%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-355.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2                             | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     239000 | PA      | $244482.06    | 0.03%             | 2040-02-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                       | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                                | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    4414162 | PA      | $523.96       | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     160000 | PA      | $79057.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2697.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4077, Class IK                                                                      | CUSIP: 3137ASB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1855004 | PA      | $384885.13    | 0.04%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                      | Microchip Technology, Inc.                                                                        | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     301000 | PA      | $294152.25    | 0.03%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C                      | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3282000 | PA      | $2868847.07   | 0.31%             | 2048-04-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47000000 | PA      | $45366281.88  | 4.93%             | 2056-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-64, Class YI                                                                    | CUSIP: 38379PE94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4733085 | PA      | $678357.05    | 0.07%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                          | ON Semiconductor Corp.                                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     225000 | PA      | $220500.00    | 0.02%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                              | Southern Power Co., Series A                                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     490000 | PA      | $483876.96    | 0.05%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2497000 | PA      | $-12468.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                                 | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1245280.57   | 0.14%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -24000000 | PA      | $-23672664.48 | -2.57%            | 2056-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10843500 | PA      | $1184855.06   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                 | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                                          | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2853000 | PA      | $2827041.41   | 0.31%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                               | Transnet SOC Ltd.                                                                                 | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    1720000 | PA      | $1781526.17   | 0.19%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                     | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     670000 | PA      | $674986.97    | 0.07%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     250000 | PA      | $260769.82    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                              | Ares Capital Corp.                                                                                | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3066616.38   | 0.33%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | FR        |     497481 | PA      | $499192.44    | 0.05%             | 2028-03-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-94, Class AI                                                                    | CUSIP: 38380XSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1061849 | PA      | $218056.12    | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-132                                                                             | CUSIP: 38379EW99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3397343 | PA      | $671655.74    | 0.07%             | 2044-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class D                                   | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     653000 | PA      | $592480.29    | 0.06%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class C                              | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1184839 | PA      | $1150834.12   | 0.13%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1256528.50   | 0.14%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1285058.08   | 0.14%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     190000 | PA      | $192353.53    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                             | Paradigm Parent LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 69902BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     538647 | PA      | $447076.69    | 0.05%             | 2032-04-16      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-175, Class NI                                                                   | CUSIP: 38382LMH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22144161 | PA      | $3701028.92   | 0.40%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13662300 | PA      | $3132263.59   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                     | IQVIA, Inc.                                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1321763.30   | 0.14%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     248033 | PA      | $232313.96    | 0.03%             | 2032-04-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   25226900 | PA      | $4563982.79   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group NV                                                                 | Nebius Group NV                                                                                   | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     122000 | PA      | $127673.00    | 0.01%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-127, Class IC                                                                   | CUSIP: 38380YYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1078263 | PA      | $209522.62    | 0.02%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     930000 | PA      | $949753.25    | 0.10%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     450000 | PA      | $440668.08    | 0.05%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-120, Class SD                                                                   | CUSIP: 38381N6U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13218027 | PA      | $1446904.72   | 0.16%             | 2049-10-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                                       | Deep Blue Operating I LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     262530 | PA      | $263842.34    | 0.03%             | 2032-10-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-13, Class AI                                                                    | CUSIP: 38382CCP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7828570 | PA      | $1016924.14   | 0.11%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-CR22, Class B                                                    | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     238120 | PA      | $228848.54    | 0.02%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 1A1                                               | CUSIP: 02146QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1746338 | PA      | $1624492.64   | 0.18%             | 2046-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-DNA4, Class B2                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-MBS          | CORP              | US        |     448000 | PA      | $592458.85    | 0.06%             | 2050-08-25      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                               | Barclays Bank plc                                                                                 | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     369000 | PA      | $370110.69    | 0.04%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-98, Class SK                                                                    | CUSIP: 38382TD27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4592412 | PA      | $614413.30    | 0.07%             | 2051-06-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                                 | Canadian Dollar                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |          0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2018-B1, Class D                                                 | CUSIP: 08162PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2603000 | PA      | $1023982.72   | 0.11%             | 2051-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL1, Class A1                                                              | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-MBS          | CORP              | US        |     638326 | PA      | $633634.26    | 0.07%             | 2056-01-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     650000 | PA      | $653739.58    | 0.07%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                           | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2390979.69   | 0.26%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC, First Lien, 2025 CME Term Loan                                     | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     147266 | PA      | $147388.80    | 0.02%             | 2029-03-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     795000 | PA      | $11394.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                               | Gabon Government Bond                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    1590000 | PA      | $1331843.16   | 0.14%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15721.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                  | DoorDash, Inc.                                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     580000 | PA      | $529540.00    | 0.06%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                          | Freedom Mortgage Corp.                                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2083853.81   | 0.23%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| First Eagle Holdings, Inc.                                                      | First Eagle Holdings, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     272650 | PA      | $269241.87    | 0.03%             | 2032-08-16      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                             | Post Holdings, Inc.                                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     338000 | PA      | $366561.00    | 0.04%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $36858.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial F&B Investments III, Inc.                                            | Industrial F&B Investments III, Inc.                                                              | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     260000 | PA      | $262925.76    | 0.03%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-152.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pound Sterling                                                                  | Pound Sterling                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | GB        |     -96165 | OU      | $-127283.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $534003.25    | 0.06%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp.                                                            | Centrus Energy Corp.                                                                              | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |     223000 | PA      | $236993.25    | 0.03%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9202400 | PA      | $1247866.12   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                   | Pharmacia LLC                                                                                     | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2870000 | PA      | $3036639.23   | 0.33%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class D                       | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $242392.90    | 0.03%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2013-GC13, Class AS                                          | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     503992 | PA      | $500328.19    | 0.05%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    3100000 | PA      | $370863.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     515000 | PA      | $545798.03    | 0.06%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                                  | Repligen Corp.                                                                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |     314000 | PA      | $306778.00    | 0.03%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C5, Class D                                       | CUSIP: 05492JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     442000 | PA      | $352491.42    | 0.04%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                           | Haleon US Capital LLC                                                                             | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1279830.90   | 0.14%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $353.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                      | Lyft, Inc.                                                                                        | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     223000 | PA      | $210272.07    | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2019-GC42, Class XA                                          | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24192602 | PA      | $560709.52    | 0.06%             | 2052-09-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    1148912 | PA      | $1224444.13   | 0.13%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2648000 | PA      | $-3356.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6340000 | PA      | $282685.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                          | Hercules Capital, Inc.                                                                            | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     211000 | PA      | $204881.00    | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      37000 | PA      | $1498.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                        | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN1, Class M2                        | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1891539.47   | 0.21%             | 2051-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 4A1                                               | CUSIP: 02146QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6071125 | PA      | $5417287.29   | 0.59%             | 2046-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H27, Class EI                                                                   | CUSIP: 38376RK47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6242026 | PA      | $254911.85    | 0.03%             | 2066-12-20      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6000 | PA      | $497.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2149000 | PA      | $2136409.44   | 0.23%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2165419.20   | 0.24%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H22, Class AI                                                                   | CUSIP: 38376RC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6193589 | PA      | $325658.92    | 0.04%             | 2066-10-20      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                     | AvalonBay Communities, Inc.                                                                       | CUSIP: 05348BD28<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             | CORP              | US        |    2805000 | PA      | $2804383.74   | 0.30%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-57.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                               | Boyd Gaming Corp.                                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1237169.70   | 0.13%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class B                      | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     413000 | PA      | $384029.21    | 0.04%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                             | Hilton Domestic Operating Co., Inc.                                                               | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1011219.17   | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                                              | Bloom Energy Corp.                                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     583000 | PA      | $622235.90    | 0.07%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     775000 | PA      | $776086.55    | 0.08%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7699000 | PA      | $1541.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-115745.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2019-2, Class A2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     256000 | PA      | $232020.71    | 0.03%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6340000 | PA      | $305908.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                                             | Trip.com Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | DBT              | CORP              | KY        |     617000 | PA      | $872438.00    | 0.09%             | 2027-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | Cemex SAB de CV                                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     270000 | PA      | $273712.50    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    2010000 | PA      | $2023065.00   | 0.22%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class D                              | CUSIP: 46639NAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     965000 | PA      | $918604.63    | 0.10%             | 2045-07-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                                      | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1245831.75   | 0.14%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                             | Kinder Morgan, Inc.                                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1629458.66   | 0.18%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     922000 | PA      | $-24942.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6695700 | PA      | $133095.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc.                                                                   | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     592000 | PA      | $639360.00    | 0.07%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-34, Class SL                                                                    | CUSIP: 3136B47K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8925506 | PA      | $973923.52    | 0.11%             | 2049-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8830000 | PA      | $28944.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                               | Uzbekneftegaz JSC                                                                                 | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     300000 | PA      | $317048.75    | 0.03%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1240005.69   | 0.13%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC                                                                     | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2683135.00   | 0.29%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   17126000 | PA      | $745254.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H09                                                                             | CUSIP: 38375UZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11468892 | PA      | $334192.04    | 0.04%             | 2067-04-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | Cemex SAB de CV                                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     235000 | PA      | $238231.25    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                  | Amphenol Corp.                                                                                    | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     640000 | PA      | $635383.98    | 0.07%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-125, Class SG                                                                   | CUSIP: 38382AQY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6517940 | PA      | $736642.63    | 0.08%             | 2049-10-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     480000 | PA      | $481171.68    | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1873000 | PA      | $2096205.41   | 0.23%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1395000 | PA      | $1378236.98   | 0.15%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp., Series L                                                                   | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1271031.33   | 0.14%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     995000 | PA      | $1050202.60   | 0.11%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I Ltd.                                                         | Jazz Investments I Ltd.                                                                           | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     345000 | PA      | $489382.50    | 0.05%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1374000 | PA      | $21694.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-104, Class MI                                                                   | CUSIP: 38380FA22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5912509 | PA      | $1294569.27   | 0.14%             | 2047-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $208.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2026-5C40, Class E                                                   | CUSIP: 05557AAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $695056.70    | 0.08%             | 2059-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     175000 | PA      | $9130.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1509.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13700000 | PA      | $164700.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | Agree LP                                                                                          | CUSIP: 00852XD11<br>LEI: 549300DXY3G299V1BO77 | Long             | STIV             | CORP              | US        |    2675000 | PA      | $2674692.38   | 0.29%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                              | Angola Government Bond                                                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    2220000 | PA      | $2158545.72   | 0.23%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2018-38, Class SA                                                                    | CUSIP: 3136B1S47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17613510 | PA      | $2048854.51   | 0.22%             | 2048-06-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                        | Accor SA                                                                                          | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |    1005100 | PA      | $608775.48    | 0.07%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2485179.94   | 0.27%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                           | Core Scientific, Inc.                                                                             | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     184000 | PA      | $201710.00    | 0.02%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class B                              | CUSIP: 46643PBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     858000 | PA      | $801561.45    | 0.09%             | 2047-11-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                           | Coinbase Global, Inc.                                                                             | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     434000 | PA      | $349044.50    | 0.04%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     290000 | PA      | $306089.20    | 0.03%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     585000 | PA      | $578386.76    | 0.06%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | Iberdrola Finanzas SA, Series IBE                                                                 | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $401597.17    | 0.04%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                           | VEGAS, Series 2024-GCS, Class D                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $897130.80    | 0.10%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   45541000 | PA      | $-1186902.15  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                     | Penske Truck Leasing Co. LP                                                                       | CUSIP: 70962BD92<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    3580000 | PA      | $3576346.97   | 0.39%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2024-V11, Class XA                                               | CUSIP: 081921BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14683345 | PA      | $273259.98    | 0.03%             | 2057-11-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                          | Costa Rica Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1530000 | PA      | $1567439.10   | 0.17%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1242113.17   | 0.14%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                                                | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |     800000 | PA      | $486921.42    | 0.05%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1080000 | PA      | $1085724.00   | 0.12%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1436000 | PA      | $1597238.39   | 0.17%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5225500 | PA      | $170782.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                        | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $541059.95    | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | Madison IAQ LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2028-06-21      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-75738.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | Sabey Data Center Issuer LLC, Series 2026-1, Class A2                                             | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     477000 | PA      | $474149.78    | 0.05%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Serbia Government Bond                                                          | Serbia Government Bond                                                                            | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     700000 | PA      | $731282.66    | 0.08%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-285.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     320000 | PA      | $328132.16    | 0.04%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | Celanese US Holdings LLC                                                                          | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39697.99     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                                             | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     750000 | PA      | $739962.04    | 0.08%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2300000 | PA      | $2412792.00   | 0.26%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1B                               | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     147249 | PA      | $151135.79    | 0.02%             | 2029-01-25      | Floating      | 14.03%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5334000 | PA      | $-884198.47   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-68.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     985000 | PA      | $995692.18    | 0.11%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                      | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1221967.08   | 0.13%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                    | Zoetis, Inc.                                                                                      | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     334000 | PA      | $332330.00    | 0.04%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1305002.74   | 0.14%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                       | OAK-Eagle Acquireco, Inc.                                                                         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     370000 | PA      | $387592.27    | 0.04%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                    | Chefs' Warehouse, Inc. (The)                                                                      | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     148000 | PA      | $218892.00    | 0.02%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                   | Lendbuzz Securitization Trust, Series 2026-1A, Class D                                            | CUSIP: 525952AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     185517 | PA      | $187108.59    | 0.02%             | 2033-02-15      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2986213.44   | 0.32%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     590000 | PA      | $591671.47    | 0.06%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2016-UB11, Class C                                         | CUSIP: 61767FBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1611000 | PA      | $1590825.93   | 0.17%             | 2049-08-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                  | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |     455386 | PA      | $463187.35    | 0.05%             | 2050-03-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA Global Funding Trust                                                                           | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1331931.31   | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1874727.74   | 0.20%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    2770000 | PA      | $2991942.59   | 0.33%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                       | FMC Corp.                                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     670000 | PA      | $431989.00    | 0.05%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15987.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                             | BWAY Mortgage Trust, Series 2022-26BW, Class E                                                    | CUSIP: 12429EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     452000 | PA      | $251893.18    | 0.03%             | 2044-02-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                                    | International Consolidated Airlines Group SA                                                      | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $296142.87    | 0.03%             | 2028-05-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1                             | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1645000 | PA      | $1715622.48   | 0.19%             | 2040-02-25      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                         | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     270000 | PA      | $294995.14    | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                                                  | Terawulf, Inc.                                                                                    | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     199000 | PA      | $276411.00    | 0.03%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Gabx Leasing LLC                                                                | Gabx Leasing LLC                                                                                  | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |     905000 | PA      | $892427.37    | 0.10%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2020000 | PA      | $2046765.00   | 0.22%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                                 | Genmab A/S / Genmab Finance LLC                                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     960000 | PA      | $984918.72    | 0.11%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-50497.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6440900 | PA      | $736058.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | Extra Space Storage LP                                                                            | CUSIP: 30227QDM5<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             | CORP              | US        |    1790000 | PA      | $1785774.35   | 0.19%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-131482.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5852.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                                                       | Mirion Technologies, Inc.                                                                         | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     238000 | PA      | $226695.00    | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | Cipher Compute LLC                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $378606.84    | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-126, Class PI                                                                   | CUSIP: 38380BAR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4832918 | PA      | $1001664.85   | 0.11%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2949187.98   | 0.32%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                      | Graham Packaging Co., Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 38469EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     171274 | PA      | $169811.30    | 0.02%             | 2033-01-26      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     955000 | PA      | $946884.51    | 0.10%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4984, Class IL                                                                      | CUSIP: 3137FTQF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1694332 | PA      | $391146.44    | 0.04%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-FTR1, Class B2                                                     | CUSIP: 35564PAC2<br>LEI: 549300MHCI0CUXMJQS62 | Long             | ABS-MBS          | CORP              | US        |    1340000 | PA      | $1583109.37   | 0.17%             | 2048-01-25      | Floating      | 12.13%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 405, Class 2                                                                         | CUSIP: 3136FGS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29194 | PA      | $4929.17      | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-69                                                                              | CUSIP: 3136AP4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5884940 | PA      | $1166577.57   | 0.13%             | 2045-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                                  | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14202618 | PA      | $398819.45    | 0.04%             | 2057-07-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1022000 | PA      | $78047.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-474.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2010-20, Class BI                                                                    | CUSIP: 38376VGU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5318926 | PA      | $897373.49    | 0.10%             | 2040-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-35019.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-52, Class KI                                                                    | CUSIP: 38379LWF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2276768 | PA      | $67815.59     | 0.01%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                  | Weatherford International Ltd.                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     460000 | PA      | $470312.74    | 0.05%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      24000 | PA      | $1057.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                             | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA6, Class 2A1                   | CUSIP: 32052MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3774272 | PA      | $2552129.46   | 0.28%             | 2036-11-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                       | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1109819.07   | 0.12%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                                   | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     819054 | PA      | $808716.02    | 0.09%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                                   | Parsons Corp.                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     165000 | PA      | $162772.50    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                        | Bear Stearns ALT-A Trust, Series 2005-8, Class 21A1                                               | CUSIP: 07386HWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30872 | PA      | $25730.19     | 0.00%             | 2035-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                         | Genesee & Wyoming, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     812625 | PA      | $809662.98    | 0.09%             | 2031-04-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2715692.84   | 0.30%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                    | Ameren Corp.                                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1127737.28   | 0.12%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2020-76, Class BI                                                                    | CUSIP: 3136BCLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2133054 | PA      | $485564.38    | 0.05%             | 2050-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2026-CSMO, Class B                                           | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378000 | PA      | $378685.13    | 0.04%             | 2043-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                                       | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1225000 | PA      | $1249977.47   | 0.14%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32000000 | PA      | $32208799.68  | 3.50%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $150.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                     | Jordan Government Bond                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     700000 | PA      | $690353.43    | 0.08%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                      | ESAB Corp.                                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     805000 | PA      | $812655.55    | 0.09%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical                                                         | BioMarin Pharmaceutical, Inc., First Lien, CME Term Loan, B                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     418394 | PA      | $417872.85    | 0.05%             | 2033-01-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2500971.00   | 0.27%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2246000 | PA      | $-29655.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2024-BNK48, Class XA                                                                 | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25857559 | PA      | $1995709.68   | 0.22%             | 2057-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $2971610.16   | 0.32%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                      | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class C                               | CUSIP: 46591ABG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1046000 | PA      | $961332.26    | 0.10%             | 2051-06-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1355000 | PA      | $1140030.61   | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     355000 | PA      | $310050.43    | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                                  | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    2548111 | PA      | $1745430.55   | 0.19%             | 2046-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                 | CoreWeave, Inc.                                                                                   | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     422000 | PA      | $424046.70    | 0.05%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chevy Chase Funding LLC                                                         | Chevy Chase Funding LLC, Series 2006-4A, Class A2                                                 | CUSIP: 16678XAB0<br>LEI: 5493000OPBL8EFF3O717 | Long             | ABS-MBS          | CORP              | US        |    1482477 | PA      | $1312186.59   | 0.14%             | 2047-11-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                          | Montenegro Government Bond                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     850000 | PA      | $976469.12    | 0.11%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                                               | Australian Dollar                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |          0 | OU      | $0.32         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   11855700 | PA      | $166037.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      87000 | PA      | $12876.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   34690000 | PA      | $-51785.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2516934.24   | 0.27%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-FL1, Class A1                                                            | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     167841 | PA      | $167807.76    | 0.02%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                | CMS Energy Corp.                                                                                  | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     378000 | PA      | $427612.50    | 0.05%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $412689.33    | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   57348000 | PA      | $-809261.76   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14318.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C12, Class D                      | CUSIP: 61762XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     258000 | PA      | $246844.80    | 0.03%             | 2046-10-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| MAST Ltd.                                                                       | MAST Ltd., Series 2026-1A, Class A                                                                | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     993054 | PA      | $978208.69    | 0.11%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2023-49, Class IB                                                                    | CUSIP: 3136BQKK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13359740 | PA      | $2045292.00   | 0.22%             | 2047-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                     | Penske Truck Leasing Co. LP                                                                       | CUSIP: 70962BDA9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    2680000 | PA      | $2676957.13   | 0.29%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     873000 | PA      | $-727.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    2190000 | PA      | $2232478.01   | 0.24%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2012-CR4, Class AM                                                    | CUSIP: 12624QAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1667000 | PA      | $1618537.48   | 0.18%             | 2045-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2900000 | PA      | $-44974.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3459000 | PA      | $-122825.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                       | OAK-Eagle Acquireco, Inc.                                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     320000 | PA      | $331758.22    | 0.04%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                       | ATI, Inc.                                                                                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2364887.67   | 0.26%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D                              | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $137592.75    | 0.01%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   44001000 | PA      | $-165276.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17000000 | PA      | $17331232.25  | 1.88%             | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6620000 | PA      | $-27530.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     775000 | PA      | $53184.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29277FD16<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |    3445000 | PA      | $3444617.95   | 0.37%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -173832000 | PA      | $-485691.55   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-FTR3, Class B2                                                     | CUSIP: 35565EAE2<br>LEI: 5493009ZFZYH4FRCW638 | Long             | ABS-MBS          | CORP              | US        |     468000 | PA      | $508085.98    | 0.06%             | 2047-09-25      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                              | WestJet Loyalty LP, First Lien, Initial CME Term Loan                                             | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1058400 | PA      | $1030998.00   | 0.11%             | 2031-02-14      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Ping Identity Holding Corp.                                                     | Ping Identity Holding Corp., First Lien, Initial CME Term Loan                                    | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      75829 | PA      | $74976.33     | 0.01%             | 2032-11-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $60.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $166.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     575000 | PA      | $569086.40    | 0.06%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-140, Class IC                                                                   | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11191214 | PA      | $1787288.29   | 0.19%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2014-GC24, Class B                                           | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     971788 | PA      | $941045.69    | 0.10%             | 2047-09-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C5, Class F                                       | CUSIP: 05492JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     648000 | PA      | $406710.14    | 0.04%             | 2052-11-15      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                                            | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                                   | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     229153 | PA      | $224134.02    | 0.02%             | 2044-08-10      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                              | Istanbul Metropolitan Municipality                                                                | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |    1720000 | PA      | $1841500.09   | 0.20%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $5270951.70   | 0.57%             | 2056-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                      | Encore Capital Group, Inc.                                                                        | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1440312.50   | 0.16%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                          | Neptune Bidco US, Inc.                                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     160000 | PA      | $160575.68    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -161 | NC      | $412271.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $163.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | Owens Corning                                                                                     | CUSIP: 69073VD21<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | STIV             | CORP              | US        |    2610000 | PA      | $2609419.28   | 0.28%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                   | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1C3                       | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56005 | PA      | $54282.52     | 0.01%             | 2045-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1045000 | PA      | $154664.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $36.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6055000 | PA      | $6113261.51   | 0.66%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                                   | Nutanix, Inc.                                                                                     | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     266000 | PA      | $240598.36    | 0.03%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chilean Peso                                                                    | Chilean Peso                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CL        |         13 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H02, Class EI                                                                   | CUSIP: 38375U6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3428699 | PA      | $158958.95    | 0.02%             | 2068-01-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    2080000 | PA      | $2099344.00   | 0.23%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Albaugh LLC                                                                     | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1289922 | PA      | $1244510.76   | 0.14%             | 2029-04-06      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-164, Class AS                                                                   | CUSIP: 38381BDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15883637 | PA      | $1841199.40   | 0.20%             | 2048-12-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     985000 | PA      | $993265.98    | 0.11%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1869531.39   | 0.20%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                 | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     579201 | PA      | $579221.76    | 0.06%             | 2030-03-18      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2596000 | PA      | $-44136.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                  | HarborView Mortgage Loan Trust, Series 2005-2, Class 1A                                           | CUSIP: 41161PLQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10367291 | PA      | $2696199.57   | 0.29%             | 2035-05-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-17, Class IA                                                                    | CUSIP: 38379T5K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5487656 | PA      | $1033754.75   | 0.11%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc., First Lien, CME Term Loan, B1                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    1318100 | PA      | $1283499.88   | 0.14%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     615000 | PA      | $605445.61    | 0.07%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class D                                    | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1950061 | PA      | $1909078.86   | 0.21%             | 2048-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                       | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class B                              | CUSIP: 06054ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     253066 | PA      | $250614.08    | 0.03%             | 2048-09-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $166.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2580.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       1000 | PA      | $-6.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1242641.92   | 0.14%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nebius Group NV                                                                 | Nebius Group NV                                                                                   | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     139000 | PA      | $149598.75    | 0.02%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                               | Altar Bidco, Inc., First Lien, CME Term Loan                                                      | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     264188 | PA      | $263032.00    | 0.03%             | 2029-02-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5011, Class SA                                                                      | CUSIP: 3137FVT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2684061 | PA      | $335779.53    | 0.04%             | 2050-09-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Putnam Short Term Investment Fund                                               | Putnam Short Term Investment Fund, Class P                                                        | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |  110401252 | NS      | $110401251.85 | 12.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     475000 | PA      | $471987.02    | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13000000 | PA      | $12822693.26  | 1.39%             | 2056-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     483000 | PA      | $41993.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2019-C53, Class D                                   | CUSIP: 95002BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395000 | PA      | $317313.53    | 0.03%             | 2052-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H11, Class DI                                                                   | CUSIP: 38376R4R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6798513 | PA      | $321753.23    | 0.03%             | 2067-05-20      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-DNA5, Class B2                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | CORP              | US        |     256000 | PA      | $352114.74    | 0.04%             | 2050-10-25      | Floating      | 15.16%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C5, Class XF                                      | CUSIP: 05492JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1341000 | PA      | $51136.42     | 0.01%             | 2052-11-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-988.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     830000 | PA      | $844201.30    | 0.09%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-HQA3, Class B2                                               | CUSIP: 35565MBE3<br>LEI: 5493000ITAM9GTFUKP51 | Long             | ABS-MBS          | CORP              | US        |    3318000 | PA      | $4366913.37   | 0.47%             | 2050-07-25      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                                     | Fluor Corp.                                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     165000 | PA      | $203816.25    | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                                          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1280000 | PA      | $1482618.88   | 0.16%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                            | Conagra Brands, Inc.                                                                              | CUSIP: 20600HD19<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |    4690000 | PA      | $4689460.65   | 0.51%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     135000 | PA      | $137445.93    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                               | Lenovo Group Ltd.                                                                                 | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |     234000 | PA      | $284953.50    | 0.03%             | 2029-08-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     970000 | PA      | $1123417.59   | 0.12%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1061013.64   | 0.12%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                       | ATI, Inc.                                                                                         | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     455000 | PA      | $472132.57    | 0.05%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     190000 | PA      | $6006.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1478.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5780000 | PA      | $928.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Re-REMIC Trust                                                   | Morgan Stanley Re-REMIC Trust, Series 2010-R4, Class 4B                                           | CUSIP: 61759FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93613 | PA      | $89715.42     | 0.01%             | 2037-02-26      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     170000 | PA      | $190638.51    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                                         | Lumentum Holdings, Inc.                                                                           | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     154000 | PA      | $593597.05    | 0.06%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     775000 | PA      | $50773.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     190000 | PA      | $3214.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16087.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                              | A&D Mortgage Trust, Series 2023-NQM4, Class A1                                                    | CUSIP: 00002MAA7<br>LEI: 9845002EOD0CFAFA4F48 | Long             | ABS-MBS          | CORP              | US        |    1866838 | PA      | $1883256.77   | 0.20%             | 2068-09-25      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-6, Class SM                                                                     | CUSIP: 38381BW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10017090 | PA      | $988408.29    | 0.11%             | 2049-01-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                      | Etsy, Inc.                                                                                        | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     326000 | PA      | $315242.00    | 0.03%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     410000 | PA      | $569387.50    | 0.06%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co., Series A                                                         | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2579811.93   | 0.28%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                   | Magnera Corp.                                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $994207.83    | 0.11%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings         | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings                           | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     815000 | PA      | $782275.71    | 0.09%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2860371.80   | 0.31%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57489 | PA      | $61422.52     | 0.01%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-65CB, Class 2A1                                               | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     264740 | PA      | $157766.76    | 0.02%             | 2035-12-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                                | Ambipar Lux SARL                                                                                  | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     790000 | PA      | $121462.50    | 0.01%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1750000 | PA      | $1795766.16   | 0.20%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2026-5C40, Class XE                                                  | CUSIP: 05557AAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $88970.50     | 0.01%             | 2059-02-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $740.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1235500 | PA      | $1288766.11   | 0.14%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc.                                                                               | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     805000 | PA      | $808249.53    | 0.09%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   21121500 | PA      | $477151.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $7242620.21   | 0.79%             | 2056-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                    | Mattel, Inc.                                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1499518.52   | 0.16%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                                      | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1205000 | PA      | $1237958.10   | 0.13%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2010-35, Class SG                                                                    | CUSIP: 31398PJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2543204 | PA      | $275278.45    | 0.03%             | 2040-04-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      85000 | PA      | $80018.99     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    7681200 | PA      | $324147.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd.                                                                    | Home Re Ltd., Series 2026-1, Class M2                                                             | CUSIP: 436956AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190000 | PA      | $191851.63    | 0.02%             | 2036-01-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13840.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                           | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1534079 | PA      | $1540353.03   | 0.17%             | 2029-08-02      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H08, Class NI                                                                   | CUSIP: 38376R2Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11206397 | PA      | $407113.85    | 0.04%             | 2067-03-20      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2500078.05   | 0.27%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                    | JD.com, Inc.                                                                                      | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     404000 | PA      | $402788.00    | 0.04%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2016-3, Class NI                                                                     | CUSIP: 3136ARFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4267268 | PA      | $587471.40    | 0.06%             | 2046-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13349000 | PA      | $-27095.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     960000 | PA      | $984289.70    | 0.11%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $59.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | Digital Realty Trust LP                                                                           | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     399000 | PA      | $423390.95    | 0.05%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Planet Labs PBC                                                                 | Planet Labs PBC                                                                                   | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |     125000 | PA      | $314843.75    | 0.03%             | 2030-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                                  | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3719700 | PA      | $150799.61    | 0.02%             | 2052-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                                          | DataBank Issuer II LLC, Series 2025-1A, Class A2                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265000 | PA      | $257577.40    | 0.03%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                                    | Carnival plc                                                                                      | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |     745000 | PA      | $839701.35    | 0.09%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1361570.41   | 0.15%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                  | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |          0 | PA      | $0.01         | 0.00%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-2794.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                               | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    5000000 | PA      | $4947317.75   | 0.54%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                              | APLD ComputeCo LLC                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1453994.82   | 0.16%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                  | TGNR Intermediate Holdings LLC                                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1236845.61   | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3277000 | PA      | $73937.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tuple US Bidco LLC                                                              | Tuple US Bidco LLC, First Lien, USD CME Term Loan, B1                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     655742 | PA      | $637709.36    | 0.07%             | 2033-01-14      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4839, Class WS                                                                      | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1500624 | PA      | $203696.21    | 0.02%             | 2056-08-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                      | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     496956 | PA      | $488259.64    | 0.05%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                       | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1126094.39   | 0.12%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H12, Class QI                                                                   | CUSIP: 38376R2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10103172 | PA      | $390002.63    | 0.04%             | 2067-05-20      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                               | OneSky Flight LLC                                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1120777.88   | 0.12%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     642000 | PA      | $656490.67    | 0.07%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-4, Class SG                                                                     | CUSIP: 38378P2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7080753 | PA      | $684362.58    | 0.07%             | 2044-01-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   63684000 | PA      | $-513968.95   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-5C29, Class XA                                                  | CUSIP: 05555PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43934991 | PA      | $2091802.04   | 0.23%             | 2057-09-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   33465000 | PA      | $-92068.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                             | Station Casinos LLC                                                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1542238.50   | 0.17%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    1280533 | PA      | $1280898.31   | 0.14%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                               | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-03-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                              | Seagate HDD Cayman                                                                                | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      49000 | PA      | $232796.55    | 0.03%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1400000 | PA      | $1279040.00   | 0.14%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd.                                                          | Black Diamond CLO Ltd., Series 2024-1A, Class D1                                                  | CUSIP: 09204UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2238000 | PA      | $2242620.92   | 0.24%             | 2037-10-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $45910.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     215000 | PA      | $224676.94    | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     495000 | PA      | $501254.82    | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     290000 | PA      | $287082.27    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Liberty Energy, Inc.                                                            | Liberty Energy, Inc.                                                                              | CUSIP: 53115LAC8<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |     134000 | PA      | $136509.21    | 0.01%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class XA                                               | CUSIP: 08164HBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9755000 | PA      | $615152.25    | 0.07%             | 2030-11-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                                          | CyberArk Software Ltd.                                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |     300000 | PA      | $308790.00    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile, Inc.                                                           | AST SpaceMobile, Inc.                                                                             | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     150000 | PA      | $221437.50    | 0.02%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-C26, Class XA                                                   | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12415583 | PA      | $844209.99    | 0.09%             | 2057-05-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                          | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1152412.01   | 0.13%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                 | MakeMyTrip Ltd.                                                                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     580000 | PA      | $489810.00    | 0.05%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                                | Southern Veterinary Partners LLC, First Lien, 2025 New CME Term Loan                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     318400 | PA      | $316066.14    | 0.03%             | 2031-12-04      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2014-GC24, Class D                                           | CUSIP: 36253GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1280000 | PA      | $889587.20    | 0.10%             | 2047-09-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $947.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                         | Black Pearl Compute LLC                                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $377047.39    | 0.04%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                            | CrossCountry Intermediate HoldCo LLC                                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $300632.42    | 0.03%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-DC1, Class AM                                                    | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410064 | PA      | $403884.21    | 0.04%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                         | GSR Mortgage Loan Trust, Series 2007-OA1, Class 2A3A                                              | CUSIP: 3622NAAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3438908 | PA      | $1906713.74   | 0.21%             | 2037-05-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2025-ARIA, Class C                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1786000 | PA      | $1782562.84   | 0.19%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     588000 | PA      | $33274.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                           | STMicroelectronics NV, Series B                                                                   | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $407420.38    | 0.04%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC, Series A                                                               | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1235501.78   | 0.13%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $16534.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-96, Class SY                                                                    | CUSIP: 38381XK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1048514 | PA      | $125702.48    | 0.01%             | 2049-08-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                          | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     245000 | PA      | $239589.82    | 0.03%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     376000 | PA      | $349766.35    | 0.04%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                          | Verisure Midholding AB                                                                            | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |    3240000 | PA      | $3739585.09   | 0.41%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                         | Nabors Industries, Inc.                                                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     165000 | PA      | $171997.98    | 0.02%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                             | Peer Holding III BV, First Lien, CME Term Loan, B8                                                | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     603527 | PA      | $599094.09    | 0.07%             | 2032-09-29      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2010-20, Class SC                                                                    | CUSIP: 38376VFR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2192946 | PA      | $221079.70    | 0.02%             | 2040-02-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9000000 | PA      | $7568437.50   | 0.82%             | 2056-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 374, Class 6                                                                         | CUSIP: 3136FCZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     355367 | PA      | $56724.74     | 0.01%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2M2                              | CUSIP: 20755BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191000 | PA      | $191299.91    | 0.02%             | 2046-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR16, Class C                                                    | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389000 | PA      | $373773.65    | 0.04%             | 2047-04-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1058000 | PA      | $1081041.98   | 0.12%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                          | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     573000 | PA      | $555123.72    | 0.06%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   66462000 | PA      | $84621.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 311, Class S1                                                                       | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5172716 | PA      | $530956.19    | 0.06%             | 2043-08-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| OSI Systems, Inc.                                                               | OSI Systems, Inc.                                                                                 | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     411000 | PA      | $420453.00    | 0.05%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 1B                               | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    7628082 | PA      | $7682285.30   | 0.84%             | 2028-10-25      | Floating      | 15.53%                | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | Aviation Capital Group LLC                                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1265378.04   | 0.14%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1040000 | PA      | $1019543.20   | 0.11%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                         | Uber Technologies, Inc.                                                                           | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     264000 | PA      | $258390.00    | 0.03%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4301.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4020, Class IA                                                                      | CUSIP: 3137AMKS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42742 | PA      | $296.80       | 0.00%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                          | 1011778 BC ULC / New Red Finance, Inc.                                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1555000 | PA      | $1462400.06   | 0.16%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5844.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                   | CQP Holdco LP, First Lien, CME Term Loan, B                                                       | CUSIP: 12657QAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1589286 | PA      | $1583580.32   | 0.17%             | 2032-12-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class D                                  | CUSIP: 94988XAC0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    3052879 | PA      | $369372.37    | 0.04%             | 2050-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1277665.30   | 0.14%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     545000 | PA      | $549619.97    | 0.06%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1075000 | PA      | $1067697.10   | 0.12%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                          | Antero Resources Corp.                                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1432958.63   | 0.16%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1805000 | PA      | $1801993.54   | 0.20%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     249000 | PA      | $19015.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                 | Air Lease Corp.                                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3548720.46   | 0.39%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                            | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1560009.19   | 0.17%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                      | Vmed O2 UK Financing I plc                                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    1490000 | PA      | $1522740.08   | 0.17%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     188000 | PA      | $8284.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      81000 | PA      | $-38132.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                                   | Wayfair, Inc., Class A                                                                            | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |        237 | NS      | $17824.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                                                          | Chart Industries, Inc., First Lien, Amendment No. 7 CME Term Loan                                 | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    1695889 | PA      | $1696949.26   | 0.18%             | 2030-03-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                           | PG Polaris BidCo SARL, First Lien, Second Amendment Refinancing CME Term Loan                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |     548087 | PA      | $548919.86    | 0.06%             | 2031-03-26      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $600811.96    | 0.07%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2012-151, Class IN                                                                   | CUSIP: 3136AA5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4096302 | PA      | $834372.80    | 0.09%             | 2043-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                                         | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    1313213 | PA      | $1316496.40   | 0.14%             | 2029-11-19      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                           | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2181493.60   | 0.24%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11974.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                                         | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    1307513 | PA      | $921796.63    | 0.10%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                                         | SoFi Technologies, Inc.                                                                           | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |        304 | PA      | $312.06       | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2023-49, Class IA                                                                    | CUSIP: 3136BQKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10370644 | PA      | $1318576.57   | 0.14%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-79, Class GI                                                                    | CUSIP: 38379LX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3912480 | PA      | $786351.43    | 0.09%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C                                         | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     128000 | PA      | $122203.55    | 0.01%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 378, Class 19                                                                        | CUSIP: 3136FEMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     333221 | PA      | $43958.86     | 0.00%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   11855700 | PA      | $197297.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Box, Inc.                                                                       | Box, Inc.                                                                                         | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |     356000 | PA      | $327164.00    | 0.04%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B2                                               | CUSIP: 35564KUL1<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |    4969000 | PA      | $5365197.25   | 0.58%             | 2042-03-25      | Floating      | 14.66%                | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                               | Rocket Cos., Inc.                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1113193.40   | 0.12%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1523851.88   | 0.17%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     210000 | PA      | $11014.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     985000 | PA      | $991783.30    | 0.11%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1667000 | PA      | $136569.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-43, Class JS                                                                    | CUSIP: 3136B5A54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     737739 | PA      | $72399.71     | 0.01%             | 2049-08-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2710229.20   | 0.29%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-5656.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                   | Teva Pharmaceutical Finance Netherlands II BV                                                     | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     930000 | PA      | $1078454.71   | 0.12%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                            | Osaic Holdings, Inc.                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     295000 | PA      | $295255.15    | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    2910000 | PA      | $3062775.00   | 0.33%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One Corp.                                   | Liberty Media Corp.-Liberty Formula One Corp.                                                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     281000 | PA      | $324836.00    | 0.04%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                              | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    1336000 | PA      | $1403585.57   | 0.15%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                                   | Datadog, Inc.                                                                                     | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     317000 | PA      | $307569.25    | 0.03%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14522.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2018-58, Class AI                                                                    | CUSIP: 3136B2XF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10399843 | PA      | $1377367.73   | 0.15%             | 2048-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-71, Class PI                                                                    | CUSIP: 38379BYV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2447277 | PA      | $223460.38    | 0.02%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zloty                                                                           | Zloty                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |          0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   39940000 | PA      | $68912.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2013-GC13, Class B                                           | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     386000 | PA      | $378756.83    | 0.04%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                                  | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     253000 | PA      | $401080.37    | 0.04%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Froneri US, Inc.                                                                | Froneri US, Inc., First Lien, CME Term Loan, B6                                                   | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    1316700 | PA      | $1293749.92   | 0.14%             | 2032-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                           | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1181261.58   | 0.13%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $3904.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4484, Class TI                                                                      | CUSIP: 3137BJRY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     403910 | PA      | $16711.53     | 0.00%             | 2044-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4396.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5913013.83   | 0.64%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  322134000 | PA      | $2284536.03   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-83, Class SY                                                                    | CUSIP: 38381XBN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1092021 | PA      | $128075.17    | 0.01%             | 2049-07-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5093, Class YI                                                                      | CUSIP: 3137FYLH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1995710 | PA      | $470622.83    | 0.05%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | Phillips 66                                                                                       | CUSIP: 71855BDA7<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |    1355000 | PA      | $1353485.92   | 0.15%             | 2026-04-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     340000 | PA      | $342857.70    | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                          | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     232552 | PA      | $219397.77    | 0.02%             | 2028-03-13      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     435000 | PA      | $442245.80    | 0.05%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                             | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     196323 | PA      | $191274.75    | 0.02%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1829201.17   | 0.20%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC, Series 2026-1A, Class A2                                         | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     550000 | PA      | $530348.23    | 0.06%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-30                                                                              | CUSIP: 3136ANRR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     526625 | PA      | $68019.55     | 0.01%             | 2045-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-H12, Class IH                                                                   | CUSIP: 38380QEG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36239428 | PA      | $2341284.48   | 0.25%             | 2070-07-20      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                        | VCAT LLC, Series 2026-NPL2, Class A1                                                              | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5059950 | PA      | $5040957.36   | 0.55%             | 2056-02-25      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                      | Genmab A/S, First Lien, Initial CME Term Loan, B                                                  | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     196312 | PA      | $197277.51    | 0.02%             | 2032-12-13      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     625000 | PA      | $640808.13    | 0.07%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   25226900 | PA      | $187449.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   24774000 | PA      | $34051.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                        | VCAT LLC, Series 2026-NPL1, Class A1                                                              | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     398024 | PA      | $396095.67    | 0.04%             | 2056-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87613LD14<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |    5320000 | PA      | $5319417.46   | 0.58%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EverCommerce Solutions, Inc.                                                    | EverCommerce Solutions, Inc., First Lien, CME Term Loan                                           | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |     318333 | PA      | $310639.22    | 0.03%             | 2031-07-07      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                               | Solstice Advanced Materials, Inc.                                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     530000 | PA      | $523127.07    | 0.06%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                        | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1008429.84   | 0.11%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc.                                                                               | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     750000 | PA      | $756168.00    | 0.08%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                            | Watco Cos. LLC / Watco Finance Corp.                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $256998.75    | 0.03%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2024-V10, Class XA                                               | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37201039 | PA      | $1449798.89   | 0.16%             | 2057-09-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-39559.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H06, Class MI                                                                   | CUSIP: 38376RX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8703699 | PA      | $341437.40    | 0.04%             | 2067-02-20      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| EURO                                                                            | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      16755 | OU      | $19365.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                             | Clean Harbors, Inc., First Lien, Initial CME Term Loan                                            | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     656498 | PA      | $661996.27    | 0.07%             | 2032-10-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                         | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                                | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2528263 | PA      | $1534876.07   | 0.17%             | 2047-05-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                                         | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1128051.32   | 0.12%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                   | Hologic, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1300000 | PA      | $1286109.50   | 0.14%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79390.88     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                             | Ascendis Pharma A/S                                                                               | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |     181000 | PA      | $266205.75    | 0.03%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                                       | Nova Ltd.                                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     281000 | PA      | $433142.57    | 0.05%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-2, Class A11                                              | CUSIP: 46593NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     767642 | PA      | $769597.20    | 0.08%             | 2055-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   31866700 | PA      | $179845.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1330665.52   | 0.14%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-38, Class A3                                                  | CUSIP: 12667GZ30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     319829 | PA      | $299938.84    | 0.03%             | 2035-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class D                 | CUSIP: 46639YAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51045 | PA      | $382.83       | 0.00%             | 2046-04-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | Volkswagen Group of America Finance LLC                                                           | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1315520.22   | 0.14%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     540000 | PA      | $-26920.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                           | Veritiv Operating Co.                                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     435000 | PA      | $452616.63    | 0.05%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1045401.78   | 0.11%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2368014.87   | 0.26%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                             | Armenia Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |    1830000 | PA      | $1629580.74   | 0.18%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                            | Boots Group Finco LP, First Lien, Closing Date Dollar CME Term Loan                               | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |     117295 | PA      | $117857.07    | 0.01%             | 2032-08-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     965000 | PA      | $997984.67    | 0.11%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 399, Class 2                                                                         | CUSIP: 3136FKAB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8319 | PA      | $1643.39      | 0.00%             | 2039-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                      | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |     576556 | PA      | $575834.98    | 0.06%             | 2029-10-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Swedish Krona                                                                   | Swedish Krona                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      44000 | PA      | $1938.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2734000 | PA      | $-16409.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                          | Suriname Government Bond                                                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    2010000 | PA      | $2074028.55   | 0.23%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-46, Class SA                                                                    | CUSIP: 38379AYU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4402890 | PA      | $437665.76    | 0.05%             | 2044-03-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                         | Columbus McKinnon Corp., First Lien, Initial CME Term Loan                                        | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     170066 | PA      | $169640.34    | 0.02%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-144954.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-179, Class WI                                                                   | CUSIP: 38380UMS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2949154 | PA      | $674810.35    | 0.07%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                                | Cloudflare, Inc.                                                                                  | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     476000 | PA      | $540618.84    | 0.06%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                     | Euronext NV                                                                                       | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $582477.08    | 0.06%             | 2032-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20680000 | PA      | $-22645.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                        | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN3, Class M2                        | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | CORP              | US        |    4501000 | PA      | $4666304.63   | 0.51%             | 2051-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                                   | Wayfair, Inc.                                                                                     | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      64000 | PA      | $86631.06     | 0.01%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H15, Class EI                                                                   | CUSIP: 38380LJS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33371920 | PA      | $1726830.01   | 0.19%             | 2068-08-20      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                         | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A4                                 | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    2390000 | PA      | $2379357.09   | 0.26%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     405000 | PA      | $413553.60    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6129800 | PA      | $16241.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-DNA1, Class B2                                                     | CUSIP: 35563KBE9<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | CORP              | US        |     111000 | PA      | $136173.77    | 0.01%             | 2049-01-25      | Floating      | 14.53%                | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                        | Spirit AeroSystems, Inc.                                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2417373.95   | 0.26%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2025-NQM14, Class A1F                                                           | CUSIP: 673924AP1<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |     178751 | PA      | $178855.98    | 0.02%             | 2065-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2021-L7, Class XA                                          | CUSIP: 61772TBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5942949 | PA      | $213160.51    | 0.02%             | 2054-10-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1705614.14   | 0.19%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-DNA3, Class B2                                               | CUSIP: 35565WBE1<br>LEI: 5493000ITGOA1OPGRQ72 | Long             | ABS-MBS          | CORP              | US        |     239000 | PA      | $307523.98    | 0.03%             | 2050-06-25      | Floating      | 13.13%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 3A1                                               | CUSIP: 02146QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2765533 | PA      | $2665644.38   | 0.29%             | 2046-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                             | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2B                                  | CUSIP: 17312EAC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     763025 | PA      | $670197.36    | 0.07%             | 2037-03-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                              | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     216703 | PA      | $214392.57    | 0.02%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H23, Class BI                                                                   | CUSIP: 38376RHE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9210253 | PA      | $245444.02    | 0.03%             | 2065-09-20      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     119000 | PA      | $5243.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1592437 | PA      | $1525739.69   | 0.17%             | 2051-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3004.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                       | UKG, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    1295341 | PA      | $1239563.38   | 0.13%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4000, Class PI                                                                      | CUSIP: 3137ALYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1940088 | PA      | $248381.46    | 0.03%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd.                                                                    | Home Re Ltd., Series 2026-1, Class B1                                                             | CUSIP: 436956AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171000 | PA      | $172748.17    | 0.02%             | 2036-01-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                         | CRC Insurance Group LLC, First Lien, CME Term Loan, B                                             | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1320000 | PA      | $1304740.80   | 0.14%             | 2031-05-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                 | Advanced Drainage Systems, Inc., First Lien, Initial CME Term Loan                                | CUSIP: 00769QAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     117333 | PA      | $118030.31    | 0.01%             | 2033-02-11      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                             | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2179564.65   | 0.24%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     485000 | PA      | $490573.62    | 0.05%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     940000 | PA      | $928111.51    | 0.10%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                   | Lendbuzz Securitization Trust, Series 2026-1A, Class C                                            | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     122768 | PA      | $123220.87    | 0.01%             | 2031-09-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1403000 | PA      | $1417362.69   | 0.15%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1499826.59   | 0.16%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR14, Class C                                                    | CUSIP: 12630DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     643000 | PA      | $630520.46    | 0.07%             | 2047-02-10      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Putnam Diversified Income Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer