# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0001752724-25-163469
**Filing Date:** 2025-6
**Character Count:** 415099
**Document Hash:** 388e12105d499b1a456592b73d6683bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-163469.hdr.sgml**: 20250630

**ACCESSION NUMBER**: 0001752724-25-163469

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250630

**DATE AS OF CHANGE**: 20250630

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT FUNDS (INVESCO INVESTMENT FUNDS)
- **CENTRAL INDEX KEY:** 0000826644

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 251093125

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT FUNDS
- **DATE OF NAME CHANGE:** 19980529

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** G T INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** G T GLOBAL INCOME SERIES INC
- **DATE OF NAME CHANGE:** 19890521

## Series and Classes Contracts Data

### Invesco Global Strategic Income Fund (Series ID: S000064708)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000209625 | Class R6     |  |
| C000209626 | Class R5     |  |
| C000209627 | Class A      |  |
| C000209628 | Class R      |  |
| C000209629 | Class C      |  |
| C000209630 | Class Y      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AIM Investment Funds (Invesco Investment Funds)

- **b. Investment Company Act file number:** 811-05426

- **c. CIK number of Registrant:** 0000826644

- **d. LEI of Registrant:** Y5W0BJB7U2X9V6NIC803

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

  - **Street Address 1:** 11 Greenway Plaza

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77046-1173

  - **Telephone number:** 800-959-4246

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

- **a. Name of Series:** Invesco Global Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000064708

- **c. LEI of Series:** 5493008ONMVUBK1SII17

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2122360529.61

**Total Liabilities:** $579949871.50

**Net Assets:** $1542410658.11

**Amount of Assets Invested in Other Investment Companies:** $14798860.69

**Delayed Delivery Securities:** $4251766.19

**Cash Not Reported:** $87899177.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3592.64467130 | **1-Year:** -37029.86632036 | **5-Year:** -67835.08715316 | **10-Year:** -97850.60989294 | **30-Year:** -76335.83930318

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

- **3-Month:** -13924.15168167 | **1-Year:** -14880.84238755 | **5-Year:** -50726.98334238 | **10-Year:** -15239.45413051 | **30-Year:** -1141.76444305

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209627 | 1.41%                | -0.19%               | 1.40%                |
| Class ID C000209630 | 1.43%                | 0.15%                | 1.10%                |
| Class ID C000209625 | 1.45%                | 0.16%                | 1.12%                |
| Class ID C000209629 | 1.35%                | 0.07%                | 1.02%                |
| Class ID C000209626 | 1.44%                | 0.16%                | 1.11%                |
| Class ID C000209628 | 1.39%                | 0.11%                | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6946525.33              | $3215528.40                                |
| Month 2  | $4234235.34              | $-2878245.33                               |
| Month 3  | $-11583843.90            | $2137413.54                                |

**Designated Index Information**

- **Index Name:** 50% Bloomberg Global Aggregate Index, 20% Bloomberg US Corporate High Yield Bond Index, 15% JP Morgan EMBI Global Diversified Index,15% JP Morgan GBI-EM Global Diversified Index

- **Index Identifier:** 50% BB-Glb Agg Stat, 15% JPM-EMBI Glb Dvrsf, 20% BB-US Corp HY, 15% JPM-GBI EM Glb Dvrsf Comp

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                         | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class E          | CUSIP: BCC3FHZV4<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1980000 | PA      | $2640586.68   | 0.17%             | 2053-07-20      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                                  | J. M. Smucker Co. (The)                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     3424000 | PA      | $3595749.72   | 0.23%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $278062.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                            | Univision Communications Inc.                                                        | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      122000 | PA      | $111249.36    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                  | EnerSys                                                                              | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      286000 | PA      | $292356.64    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       29284 | PA      | $3151.25      | 0.00%             | 2032-03-25      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -46460000 | NC      | $-2173939.13  | -0.14%            |  |  |  | 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      | $-220938.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                        | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | XX        |     2366667 | PA      | $2352869.09   | 0.15%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                      | Province of Ontario                                                                  | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    13800000 | PA      | $11609577.83  | 0.75%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34472500 | NC      | $42435.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                       | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      532000 | PA      | $454377.18    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     1740000 | NC      | $121265.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    62260000 | NC      | $351867.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3465000 | NC      | $5585.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                      | Newgate Funding PLC, Series 2006-2, Class CB                                         | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |     1009106 | PA      | $1029848.12   | 0.07%             | 2050-12-01      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                       | ABN AMRO Bank N.V.                                                                   | CUSIP: BJ9252492<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     2700000 | PA      | $3064049.10   | 0.20%             | N/A             | Variable      | 4.38%                 | 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      | $31.89        | 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      | $-631252.85   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                 | YPF S.A., ADR                                                                        | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |       52500 | NS      | $1564500.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -33660000 | NC      | $-327983.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                           | Aircastle Ltd.                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1542000 | PA      | $1502082.55   | 0.10%             | N/A             | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| Allison Transmission, Inc.                                               | Allison Transmission, Inc.                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     2356000 | PA      | $2118756.69   | 0.14%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                           | Starz Capital Holdings 1, Inc.                                                       | CUSIP: 535939AA0<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      682000 | PA      | $617210.00    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                               | Verus Securitization Trust, Series 2022-7, Class A3                                  | CUSIP: 92539NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890561 | PA      | $894406.61    | 0.06%             | 2067-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      232051 | PA      | $23979.58     | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                            | Colombian TES, Series B                                                              | CUSIP: AM1281642<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 70000000000 | PA      | $12894151.51  | 0.84%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                   | GFL Environmental Inc.                                                               | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     1244000 | PA      | $1186171.66   | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                          | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS                           | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |      262560 | PA      | $255766.54    | 0.02%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                           | ZF North America Capital, Inc.                                                       | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      435000 | PA      | $415950.26    | 0.03%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36208T6S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1170 | PA      | $1187.97      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | 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      | $425534.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACNR Holdings Inc.                                                       | ACNR Holdings Inc., Term Loan                                                        | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       60528 | PA      | $59393.43     | 0.00%             | 2029-12-11      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10407000 | NC      | $455875.13    | 0.03%             |  |  |  | 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      | $-226063.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings, LLC                                              | Macy's Retail Holdings, LLC                                                          | CUSIP: 55617LAL6<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |      696000 | PA      | $583839.68    | 0.04%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36207VWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3765 | PA      | $3822.29      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                           | Office Properties Income Trust                                                       | CUSIP: 67623CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      698000 | PA      | $670661.71    | 0.04%             | 2029-03-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                    | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4181000 | PA      | $4234043.68   | 0.27%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                              | Freddie Mac, Series 2024-HQA1, Class M2                                              | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     3719100 | PA      | $3731172.20   | 0.24%             | 2044-03-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                            | Navient Corp.                                                                        | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      205000 | PA      | $218221.68    | 0.01%             | 2030-07-25      | Fixed         | 9.38%                 | 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      | $-841.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2, Series 2024-NQM2, Class A3 | CUSIP: 61776HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3427576 | PA      | $3470143.99   | 0.22%             | 2069-05-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                    | Howard Midstream Energy Partners, LLC                                                | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      571000 | PA      | $585097.09    | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       55700 | PA      | $7771.36      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                              | Endo Finance Holdings, Inc.                                                          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      583000 | PA      | $606894.26    | 0.04%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-441689.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                             | Royal Caribbean Cruises Ltd.                                                         | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      315000 | PA      | $316084.51    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36225A3G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         946 | PA      | $949.39       | 0.00%             | 2028-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31396KV58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      344087 | PA      | $18464.60     | 0.00%             | 2036-09-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                 | Service Properties Trust                                                             | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      783000 | PA      | $584549.58    | 0.04%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Sirius XM Radio LLC                                                      | Sirius XM Radio LLC                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      580000 | PA      | $573547.56    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        6532 | NC      | $8060683.70   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                             | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      353000 | PA      | $345729.47    | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| OBX 2024-NQM12 Trust                                                     | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A2                                    | CUSIP: 67448PAB9<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |     1191181 | PA      | $1197327.19   | 0.08%             | 2064-07-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                         | Argentine Republic Government International Bond                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3806000 | PA      | $2921105.00   | 0.19%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association                                                | CUSIP: 3140QPRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16103927 | PA      | $15493906.20  | 1.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31393VKX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       35848 | PA      | $35241.31     | 0.00%             | 2032-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                      | Ludgate Funding PLC, Series 2007-1, Class MA                                         | CUSIP: BCC0YN9Q6<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     2155102 | PA      | $2694851.02   | 0.17%             | 2061-01-01      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Eutelsat S.A.                                                            | Eutelsat S.A.                                                                        | CUSIP: ZD9999388<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      525000 | PA      | $604400.00    | 0.04%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                      | Republic of Austria Government Bond                                                  | CUSIP: BP0520166<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     8980000 | PA      | $4035668.84   | 0.26%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                               | Sensata Technologies, Inc.                                                           | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      650000 | PA      | $569129.68    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | 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      | $-4993.90     | -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      | $-954539.81   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| IM Pastor 4, FTA                                                         | IM Pastor 4, FTA, Series F                                                           | CUSIP: BCC0QWGY0<br>LEI: 95980020140005262912 | Long             | ABS-MBS          | CORP              | ES        |     2300000 | PA      | $1843579.51   | 0.12%             | 2044-03-22      | Floating      | 2.58%                 | 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      | $-398458.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                     | FREMF Mortgage Trust, Series 2017-K62, Class B                                       | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      840000 | PA      | $829699.75    | 0.05%             | 2050-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                                       | Aberdeen Group PLC                                                                   | CUSIP: AP5373554<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1747519.63   | 0.11%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                    | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    43492594 | PA      | $1386804.87   | 0.09%             | 2029-05-25      | Variable      | 1.08%                 | 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      | $62499.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                       | Berry Global, Inc.                                                                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1784000 | PA      | $1798909.55   | 0.12%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                | Cougar JV Subsidiary, LLC                                                            | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      588000 | PA      | $610527.46    | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                  | Sociedad Quimica y Minera de Chile S.A.                                              | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     4685000 | PA      | $4536251.25   | 0.29%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners L.P./ Delek Logistics Finance Corp.             | Delek Logistics Partners L.P./ Delek Logistics Finance Corp.                         | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      599000 | PA      | $592421.54    | 0.04%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -20770000 | NC      | $-2175927.51  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                   | BP Capital Markets PLC                                                               | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1295000 | PA      | $1233135.62   | 0.08%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                            | Univision Communications Inc.                                                        | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      467000 | PA      | $452333.58    | 0.03%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34845000 | NC      | $400787.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -12960000 | NC      | $-102254.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -18 | NC      | $-36039.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                            | Citigroup Mortgage Loan Trust, Series 2005-2, Class 1A3                              | CUSIP: 17307GRB6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      323873 | PA      | $309321.93    | 0.02%             | 2035-05-25      | Variable      | 2.82%                 | 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      | $12999.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Macro S.A.                                                         | Banco Macro S.A., Class B                                                            | CUSIP: N/A<br>LEI: 579100KKDKKIFEBKK040       | Long             | EC               | CORP              | AR        |      530000 | NS      | $4745235.43   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp.                      | NGL Energy Operating LLC / NGL Energy Finance Corp.                                  | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      325000 | PA      | $296663.06    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $856357.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                               | Melco Resorts Finance Ltd.                                                           | CUSIP: 58547DAA7<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     9250000 | PA      | $9233197.38   | 0.60%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                  | RB Global Holdings Inc.                                                              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      850000 | PA      | $867728.45    | 0.06%             | 2028-03-15      | 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      | $205208.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                 | Energizer Holdings, Inc.                                                             | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      625000 | PA      | $583973.61    | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |      397702 | PA      | $27810.66     | 0.00%             | 2041-04-16      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     6930000 | NC      | $920352.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       58890 | PA      | $5067.73      | 0.00%             | 2035-03-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| NGG Finance PLC                                                          | NGG Finance PLC                                                                      | CUSIP: EJ5753771<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |     9000000 | PA      | $11987469.95  | 0.78%             | 2073-06-18      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                          | TransDigm, Inc.                                                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3523636.80   | 0.23%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                             | MPH Acquisition Holdings LLC, Term Loan                                              | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |      290000 | PA      | $286955.00    | 0.02%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                 | Lloyds Banking Group PLC                                                             | CUSIP: BY7766862<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2275000 | PA      | $3119106.64   | 0.20%             | N/A             | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                    | OneMain Finance Corp.                                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      472000 | PA      | $473965.88    | 0.03%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36208LPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3498 | PA      | $3511.03      | 0.00%             | 2028-01-15      | Fixed         | 8.00%                 | 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      | $80475.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       79000 | PA      | $3353.38      | 0.00%             | 2035-05-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Claire's Holdings LLC                                                    | Claire's Holdings LLC, Class S                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         614 | NS      | $92.10        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1199037.69   | 0.08%             |  |  |  | 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      | $-985855.01   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital S.A.                                              | Telecom Italia Capital S.A.                                                          | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      660000 | PA      | $660536.80    | 0.04%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                                         | Paramount Global                                                                     | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3780000 | PA      | $3673556.26   | 0.24%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |      509531 | PA      | $513129.59    | 0.03%             | 2042-09-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                               | Allison Transmission, Inc.                                                           | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      278000 | PA      | $273116.79    | 0.02%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                | Hera Financing 2024-1 DAC, Series 2024-1A, Class A                                   | CUSIP: BCC3H4L87<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     2297567 | PA      | $3064826.48   | 0.20%             | 2034-11-17      | Floating      | 6.38%                 | 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      | $231320.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      214093 | PA      | $21792.43     | 0.00%             | 2033-01-25      | Floating      | 3.73%                 | 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      | $-10454.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                 | Studio City Finance Ltd.                                                             | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      684000 | PA      | $601365.45    | 0.04%             | 2029-01-15      | 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      | $-1065400.22  | -0.07%            |  |  |  | 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      | $-54905.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |     1788968 | PA      | $1819422.19   | 0.12%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina S.A.                                                | Banco BBVA Argentina S.A.                                                            | CUSIP: N/A<br>LEI: 579100KKDBKJFDKKD024       | Long             | EC               | CORP              | AR        |      200000 | NS      | $1366013.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1149000 | PA      | $1154563.26   | 0.07%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: —       |
| Pampa Energia S.A.                                                       | Pampa Energia S.A.                                                                   | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | EC               | CORP              | AR        |      900000 | NS      | $2609239.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2023-HQA3, Class M2                                              | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     6900000 | PA      | $7217221.29   | 0.47%             | 2043-11-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1399488.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                         | CVS Health Corp.                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      290000 | PA      | $294074.04    | 0.02%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                           | Carnival Corp.                                                                       | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      364000 | PA      | $365300.94    | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        3485 | PA      | $499.89       | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6994880.34   | 0.45%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Claire's Stores Inc.                                                     | Claire's Stores Inc., Term Loan                                                      | CUSIP: 17958DAL1<br>LEI: 549300N5HNYXI6JY7625 | Long             | LON              | CORP              | US        |      180982 | PA      | $139310.92    | 0.01%             | 2026-12-18      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      323892 | PA      | $27012.06     | 0.00%             | 2035-05-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                | Jupiter Mortgage No.1 PLC                                                            | CUSIP: BCC3D7YQ0<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     3070000 | PA      | $4072059.46   | 0.26%             | 2055-07-20      | Floating      | 8.48%                 | 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      | $14604.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    33660000 | NC      | $1460406.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2023-HQA2, Class M1                                              | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     2100000 | PA      | $2186416.26   | 0.14%             | 2043-06-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd.                                | Argentum Netherlands BV for Swiss Re Ltd.                                            | CUSIP: LW2260898<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |      460000 | PA      | $458850.00    | 0.03%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                         | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6A, Class F          | CUSIP: BCC3FJ063<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     2126000 | PA      | $2835307.95   | 0.18%             | 2053-07-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation - Indexed Bonds                                  | U.S. Treasury Inflation - Indexed Bonds                                              | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37392727 | PA      | $29930424.09  | 1.94%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                         | CMS Energy Corp.                                                                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     3787000 | PA      | $3701569.07   | 0.24%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings, LLC (US Lumber)                    | Specialty Building Products Holdings, LLC (US Lumber), Term Loan B                   | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |      289254 | PA      | $271361.22    | 0.02%             | 2028-10-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe, B.V.                                                  | Telefonica Europe, B.V.                                                              | CUSIP: ZN3747385<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     3500000 | PA      | $4386255.58   | 0.28%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $490726.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -62260000 | NC      | $-92762.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia S.A.                                            | Grupo Financiero Galicia S.A., Class B                                               | CUSIP: N/A<br>LEI: 5299008H3AXIXV5G3C23       | Long             | EC               | CORP              | AR        |     1335000 | NS      | $8218850.09   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Vehicle Group LLC                                               | Velocity Vehicle Group LLC                                                           | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      338000 | PA      | $341820.08    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                               | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |    50850376 | NS      | $50850376.10  | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Holdings, LLC                                           | Summit Midstream Holdings, LLC                                                       | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      843000 | PA      | $831443.90    | 0.05%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                          | Transocean Titan Financing Ltd.                                                      | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      478619 | PA      | $474568.46    | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | 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      | $410291.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31393Y5U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       96553 | PA      | $11237.29     | 0.00%             | 2033-10-25      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                     | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     1527000 | PA      | $1502216.33   | 0.10%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2022-DNA3, Class M1                                              | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     2590055 | PA      | $2621914.49   | 0.17%             | 2042-04-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       22205 | PA      | $2401.02      | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                     | GCAT 2024-INV3 Trust, Series 2024-INV3, Class A17                                    | CUSIP: 36830FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      398729 | PA      | $406447.83    | 0.03%             | 2054-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                     | Muthoot Finance Ltd.                                                                 | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3450000 | PA      | $3428968.32   | 0.22%             | 2028-02-14      | 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      | $-506675.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                  | Pfizer Investment Enterprises Pte. Ltd.                                              | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       95000 | PA      | $88044.31     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                         | LCM Investments Holdings II, LLC                                                     | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      566000 | PA      | $592550.49    | 0.04%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -55750000 | NC      | $-275237.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                     | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class M1                                    | CUSIP: 67448PAD5<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $684369.81    | 0.04%             | 2064-07-25      | Variable      | 5.93%                 | 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      | $-50884.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      142755 | PA      | $16560.15     | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -68990000 | NC      | $-364007.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $305683.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas, LLC                                                | Kimmeridge Texas Gas, LLC                                                            | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      585000 | PA      | $562427.37    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                             | Eurosail PLC, Series 2006-2X, Class E1C                                              | CUSIP: BCC0T5HQ2<br>LEI: 213800PBNX9J895VX562 | Long             | ABS-MBS          | CORP              | GB        |     5550000 | PA      | $6571854.56   | 0.43%             | 2044-12-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31359SVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       17277 | PA      | $17882.84     | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                           | British Telecommunications PLC                                                       | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    10650000 | PA      | $10344308.79  | 0.67%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: —       |
| OI European Group B.V.                                                   | OI European Group B.V.                                                               | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      657000 | PA      | $608962.20    | 0.04%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Iron Mountain Information Management Services, Inc.                      | Iron Mountain Information Management Services, Inc.                                  | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      627000 | PA      | $586498.50    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                             | UBS Group AG                                                                         | CUSIP: ZG0292620<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3450000 | PA      | $3736322.40   | 0.24%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC         | Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC                     | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      522000 | PA      | $554666.76    | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                               | Cloud Software Group, Inc.                                                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      175000 | PA      | $182682.15    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $158585.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       37912 | PA      | $3696.54      | 0.00%             | 2032-12-18      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                         | CVS Health Corp.                                                                     | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1329348.17   | 0.09%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                          | AES Corp. (The)                                                                      | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     4929000 | PA      | $4882483.55   | 0.32%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -27875000 | NC      | $-160225.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -69230000 | NC      | $-267044.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       36779 | PA      | $4783.96      | 0.00%             | 2033-02-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -46500000 | NC      | $-325851.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -46460000 | NC      | $-4027452.47  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Alba PLC                                                                 | Alba PLC, Series 2007-1, Class F                                                     | CUSIP: BCC0XU0N7<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-MBS          | CORP              | GB        |     1513593 | PA      | $1902797.46   | 0.12%             | 2039-03-17      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -43555000 | NC      | $-121182.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M2                 | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1795000 | PA      | $1845052.14   | 0.12%             | 2042-03-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina S.A.U                                             | Vista Energy Argentina S.A.U                                                         | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     1725000 | PA      | $1650393.75   | 0.11%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                     | Xerox Holdings Corp.                                                                 | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       78000 | PA      | $50162.96     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      309738 | PA      | $41417.58     | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                     | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A3                                    | CUSIP: 67448PAC7<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      593393 | PA      | $594680.75    | 0.04%             | 2064-07-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                     | Bain Capital Specialty Finance, Inc.                                                 | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      861000 | PA      | $844062.86    | 0.05%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31359KQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |         305 | PA      | $303.74       | 0.00%             | 2026-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       15242 | PA      | $1505.63      | 0.00%             | 2032-09-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                  | Victoria's Secret & Co.                                                              | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      331000 | PA      | $289063.39    | 0.02%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Countrywide Home Loans Mortgage Pass-Through Trust                       | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-J4, Class A7         | CUSIP: 126694RQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      403009 | PA      | $333118.91    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                         | Argentine Republic Government International Bond                                     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5150000 | PA      | $3120975.34   | 0.20%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                             | Viatris Inc.                                                                         | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $1558036.85   | 0.10%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       29719 | PA      | $3298.60      | 0.00%             | 2032-07-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                             | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3392708.58   | 0.22%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -43555000 | NC      | $-469433.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5230000 | NC      | $355998.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                       | Greystar Real Estate Partners, LLC, Term Loan B                                      | CUSIP: 39806LAD9<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |      352655 | PA      | $351332.13    | 0.02%             | 2030-08-21      | Floating      | 7.03%                 | No            |                  3 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      126785 | PA      | $21666.61     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17295000 | NC      | $-2067807.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                            | Enbridge Inc.                                                                        | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6974000 | PA      | $7011450.38   | 0.45%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-958633.09   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3470000 | NC      | $431164.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $4510039.74   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                             | Diversified Healthcare Trust                                                         | CUSIP: 25525PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      665000 | PA      | $629521.19    | 0.04%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Financiero Invernea Proteina 2                               | Fideicomiso Financiero Invernea Proteina 2, Serie II                                 | CUSIP: BCC37HGV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AR        |   311500000 | PA      | $1792096.36   | 0.12%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Volkswagen International Finance N.V.                                    | Volkswagen International Finance N.V.                                                | CUSIP: EK1313726<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1480000 | PA      | $1683421.64   | 0.11%             | N/A             | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FASW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       51019 | PA      | $6108.05      | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5, Series 2024-NQM5, Class A3 | CUSIP: 61777QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1956362 | PA      | $1966701.40   | 0.13%             | 2069-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                    | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1633447.60   | 0.11%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                              | ONEOK, Inc.                                                                          | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3629000 | PA      | $3617459.24   | 0.23%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                       | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       21393 | PA      | $2190.76      | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3490000 | NC      | $134412.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31392X3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       26923 | PA      | $27112.65     | 0.00%             | 2032-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Clear Channel Worldwide Holdings, Inc.                                   | Clear Channel Worldwide Holdings, Inc., Term Loan B                                  | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      618223 | PA      | $601376.41    | 0.04%             | 2028-08-23      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                     | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      267000 | PA      | $268458.03    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2785000 | NC      | $336116.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                          | South Bow Canadian Infrastructure Holdings Ltd.                                      | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     3450000 | PA      | $3450421.18   | 0.22%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       65417 | PA      | $5931.33      | 0.00%             | 2039-12-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -34845000 | NC      | $-156907.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M1                 | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      664319 | PA      | $665644.68    | 0.04%             | 2043-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                        | Golub Capital Private Credit Fund                                                    | CUSIP: 38179RAA3<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     3137000 | PA      | $3088488.02   | 0.20%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Treasury Corp. of Victoria                                               | Treasury Corp. of Victoria                                                           | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    16605000 | PA      | $10959786.29  | 0.71%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         916 | PA      | $923.88       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31392BKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       41026 | PA      | $42081.07     | 0.00%             | 2032-01-25      | Fixed         | 6.00%                 | 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      | $18855.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alba PLC                                                                 | Alba PLC, Series 2006-2, Class F                                                     | CUSIP: BCC0TR7H5<br>LEI: 2138004SAGUH3UKKW934 | Long             | ABS-MBS          | CORP              | GB        |      937008 | PA      | $1134861.40   | 0.07%             | 2038-12-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4155000 | NC      | $18705.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                            | Eurobank S.A.                                                                        | CUSIP: ZG2610597<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     1725000 | PA      | $2120450.15   | 0.14%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -284625000 | NC      | $-7220682.93  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                              | Prosus N.V.                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1720000 | PA      | $1677722.26   | 0.11%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                 | Group 1 Automotive, Inc.                                                             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      589000 | PA      | $596122.19    | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                              | Freddie Mac, Series 2024-DNA1, Class M2                                              | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |     3450000 | PA      | $3471740.52   | 0.23%             | 2044-02-25      | Floating      | 6.30%                 | 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      | $29909.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36209SUB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1721 | PA      | $1719.80      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34595000 | NC      | $323670.82    | 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      | $117708.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15432473 | PA      | $15142485.59  | 0.98%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.           | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                       | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      577000 | PA      | $583593.38    | 0.04%             | 2032-02-01      | 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      | $734041.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares XXXVII CLO Ltd.                                                     | Ares XXXVII CLO Ltd., Series 2015-4A, Class DR                                       | CUSIP: 04015NAM6<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |     2240000 | PA      | $2234951.04   | 0.14%             | 2030-10-15      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $9040081.41   | 0.59%             |  |  |  | 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      | $-809018.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                        | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4118009 | PA      | $66516.56     | 0.00%             | 2050-11-13      | Variable      | 1.03%                 | 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      | $-1258253.78  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                  | Brookfield Finance Inc.                                                              | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     1842000 | PA      | $1797022.65   | 0.12%             | 2054-03-04      | Fixed         | 5.97%                 | 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      | $285909.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                   | GFL Environmental Inc.                                                               | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      636000 | PA      | $603647.89    | 0.04%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31392GCE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       39882 | PA      | $39771.20     | 0.00%             | 2032-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                                  | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3500000 | PA      | $3421903.10   | 0.22%             | 2027-03-13      | 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      | $-9514.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                      | Egypt Government International Bond                                                  | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2415000 | PA      | $2307375.53   | 0.15%             | 2030-02-04      | Fixed         | 8.62%                 | 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      | $-143268.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                            | Calpine Corp.                                                                        | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      892000 | PA      | $884314.08    | 0.06%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TDQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       11854 | PA      | $795.14       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       32331 | PA      | $1234.86      | 0.00%             | 2038-07-25      | Floating      | 1.58%                 | 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      | $-347706.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TDBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        1680 | PA      | $102.35       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                | Global Atlantic (Fin) Co.                                                            | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      661000 | PA      | $628427.23    | 0.04%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3460000 | NC      | $31361.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes S.a.r.l.                                | Telenet Finance Luxembourg Notes S.a.r.l.                                            | CUSIP: AQ2322842<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     4200000 | PA      | $4116819.00   | 0.27%             | 2028-03-01      | 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      | $244777.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36202DFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8248 | PA      | $8531.56      | 0.00%             | 2030-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                    | United Airlines, Inc.                                                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3551665.14   | 0.23%             | 2026-04-15      | Fixed         | 4.38%                 | 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      | $-743260.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| EnerSys                                                                  | EnerSys                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      605000 | PA      | $587293.04    | 0.04%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -69320000 | NC      | $-354706.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Camelot Finance S.A.                                                     | Camelot Finance S.A.                                                                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      591000 | PA      | $582867.96    | 0.04%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 313921R34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       74030 | PA      | $7228.19      | 0.00%             | 2031-11-18      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392JDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      148663 | PA      | $17101.29     | 0.00%             | 2033-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                               | Rogers Communications Inc.                                                           | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2099000 | PA      | $2115945.69   | 0.14%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Egypt Government Bond                                                    | Egypt Government Bond                                                                | CUSIP: ZB1104809<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   170000000 | PA      | $3015796.62   | 0.20%             | 2025-09-30      | 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      | $-39291.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36208WEG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         166 | PA      | $168.86       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1906254.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple       | FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                   | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2073012 | PA      | $2060055.63   | 0.13%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                               | Lamb Weston Holdings, Inc.                                                           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      654000 | PA      | $599801.58    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                           | Carnival Corp.                                                                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      373000 | PA      | $371961.57    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                              | ONEOK, Inc.                                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2892000 | PA      | $2928394.63   | 0.19%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV1 Mortgage Loan Trust                                       | COLT 2024-INV1 Mortgage Loan Trust, Series 2024-INV1, Class A3                       | CUSIP: 12672RAC6<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |      880703 | PA      | $886553.58    | 0.06%             | 2068-12-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                              | Clarios Global L.P./ Clarios US Finance Co.                                          | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35640.50     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31392KGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       31199 | PA      | $31118.19     | 0.00%             | 2032-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                  | CPI Property Group S.A.                                                              | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |     4100000 | PA      | $4410710.99   | 0.29%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Murray Energy Corp.                                                      | Murray Energy Corp.                                                                  | CUSIP: N/A<br>LEI: 549300WM5IIFYHZYTT63       | Long             | EC               | CORP              | US        |        1116 | NS      | $82956.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                   | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21568 | PA      | $20531.51     | 0.00%             | 2033-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -124480000 | NC      | $-2525900.66  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                          | BRAVO Residential Funding Trust, Series 2023-NQM7, Class A1                          | CUSIP: 10569HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2678481 | PA      | $2719339.23   | 0.18%             | 2063-09-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                      | Newgate Funding PLC, Series 2007-3X, Class CB                                        | CUSIP: BCC11HRV2<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |      683201 | PA      | $729948.84    | 0.05%             | 2050-12-15      | Floating      | 3.98%                 | 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      | $-5784.70     | -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      | $284246.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                         | Gray Media, Inc.                                                                     | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      103000 | PA      | $105836.83    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                      | Rate Mortgage Trust, Series 2024-J3, Class A2                                        | CUSIP: 75409UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1098219 | PA      | $1088747.17   | 0.07%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                    | WMG Acquisition Corp.                                                                | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      620000 | PA      | $573835.61    | 0.04%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                           | Entegris, Inc.                                                                       | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      622000 | PA      | $606136.95    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2022-DNA3, Class M1                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     7000000 | PA      | $7191774.80   | 0.47%             | 2042-04-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                         | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class F          | CUSIP: BCC3FHZW2<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1380000 | PA      | $1840416.26   | 0.12%             | 2053-07-20      | Floating      | 8.98%                 | 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      | $-383228.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SC Germany S.A. Compartment Consumer Trust                               | SC Germany S.A. Compartment Consumer Trust, Series 2021-1, Class E                   | CUSIP: BCC32SYK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |     7047113 | PA      | $7924264.71   | 0.51%             | 2035-11-14      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                  | NESCO Holdings II, Inc.                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |      920000 | PA      | $835363.04    | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                 | African Development Bank                                                             | CUSIP: ZP3697759<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | XX        |   222000000 | PA      | $955527.98    | 0.06%             | 2050-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones S.A.                                      | Banco de Credito e Inversiones S.A.                                                  | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     1725000 | PA      | $1789049.25   | 0.12%             | N/A             | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                     | Banco Bilbao Vizcaya Argentaria S.A.                                                 | CUSIP: BK4220673<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     4200000 | PA      | $4815067.82   | 0.31%             | N/A             | Variable      | 6.00%                 | 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      | $-1706.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe, B.V.                                                  | Telefonica Europe, B.V.                                                              | CUSIP: ZR6556750<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     3700000 | PA      | $4117419.39   | 0.27%             | N/A             | Variable      | 2.88%                 | 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        |      834000 | PA      | $850309.70    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Weir Group Inc.                                                          | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |     1318000 | PA      | $1324628.35   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | 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      | $-401462.26   | -0.03%            |  |  |  | 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      | $490904.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Logistics Partners L.P./ Delek Logistics Finance Corp.             | Delek Logistics Partners L.P./ Delek Logistics Finance Corp.                         | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      268000 | PA      | $275382.86    | 0.02%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                          | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     4977000 | PA      | $5052303.10   | 0.33%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                         | Fideicomiso Dorrego y Libertador                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AR        |    83227881 | PA      | $67419.42     | 0.00%             | 2043-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M1                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      822137 | PA      | $825558.44    | 0.05%             | 2043-07-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                 | Lloyds Banking Group PLC                                                             | CUSIP: EK1359034<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3450000 | PA      | $3916815.35   | 0.25%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                            | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                              | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6523441 | PA      | $119991.52    | 0.01%             | 2050-11-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     6970000 | NC      | $582667.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34580000 | NC      | $240123.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      255536 | PA      | $16334.29     | 0.00%             | 2035-01-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                              | PHINIA Inc.                                                                          | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      256000 | PA      | $259052.58    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                             | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3449524.33   | 0.22%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                         | IHS Holding Ltd.                                                                     | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     3450000 | PA      | $3330802.50   | 0.22%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                 | Celanese US Holdings LLC                                                             | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      830000 | PA      | $832203.86    | 0.05%             | 2033-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1348040.11  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                      | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11645846 | PA      | $236761.22    | 0.02%             | 2050-10-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                      | Roller Bearing Co. of America, Inc.                                                  | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |      627000 | PA      | $595558.46    | 0.04%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $714581.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                     | CEMEX S.A.B. de C.V.                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2487000 | PA      | $2451279.97   | 0.16%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -870000 | NC      | $-399151.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                    | Cheniere Energy, Inc.                                                                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1793743.11   | 0.12%             | 2034-04-15      | Fixed         | 5.65%                 | 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      | $2403778.50   | 0.16%             |  |  |  | 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      | $1149.68      | 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      | $-86354.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                       | Iron Mountain Inc.                                                                   | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      658000 | PA      | $610236.57    | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                            | Auburn 15 PLC, Series F                                                              | CUSIP: BCC3FPT01<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |     1666000 | PA      | $2154923.29   | 0.14%             | 2045-07-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                | Ivory Coast Government International Bond                                            | CUSIP: AR6697171<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2300000 | PA      | $2441823.03   | 0.16%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5185000 | NC      | $1128090.08   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                 | Comstock Resources, Inc.                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      607000 | PA      | $579447.91    | 0.04%             | 2029-03-01      | 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      | $-8400.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-499479.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Scientific Games Lottery                                                 | Scientific Games Lottery, Term Loan B                                                | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |      636285 | PA      | $631513.04    | 0.04%             | 2029-04-04      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31392HMC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        9040 | PA      | $9126.15      | 0.00%             | 2032-09-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V.                                     | Sitios Latinoamerica, S.A.B. de C.V.                                                 | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     4745000 | PA      | $4533558.77   | 0.29%             | 2032-04-04      | Fixed         | 5.38%                 | 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      | $-740536.87   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      795000 | PA      | $841151.34    | 0.05%             | 2031-10-15      | 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      | $214997.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aethon United BR L.P./ Aethon United Finance Corp.                       | Aethon United BR L.P./ Aethon United Finance Corp.                                   | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |      853000 | PA      | $857382.71    | 0.06%             | 2029-10-01      | Fixed         | 7.50%                 | 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      | $-337732.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                         | Brazil Notas do Tesouro Nacional, Series B                                           | CUSIP: EK6971114<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     5700000 | PA      | $3951564.14   | 0.26%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                    | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     6463049 | PA      | $47257.17     | 0.00%             | 2026-05-25      | Variable      | 1.10%                 | 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      | $184894.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      290447 | PA      | $34735.01     | 0.00%             | 2042-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                           | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      218813 | PA      | $202519.60    | 0.01%             | 2026-01-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                        | Hertz Corp. (The)                                                                    | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58416.91     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                           | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                            | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3923644 | PA      | $73618.15     | 0.00%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 3133TCZR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         575 | PA      | $580.91       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTZ U.S. Borrower, LLC                                                   | DTZ U.S. Borrower, LLC, Term Loan                                                    | CUSIP: 23340DAU6<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      627262 | PA      | $628310.03    | 0.04%             | 2030-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                       | State Street Corp., Series I                                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2956000 | PA      | $2973824.68   | 0.19%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1943.66      | 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      | $-425534.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     6205000 | NC      | $51.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                        | Lamar Media Corp.                                                                    | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1808596.85   | 0.12%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                             | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      729000 | PA      | $719640.15    | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1249530.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GeoPark Ltd.                                                             | GeoPark Ltd.                                                                         | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     5727000 | PA      | $4957137.77   | 0.32%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                      | MASTR Asset Backed Securities Trust, Series 2006-WMC3, Class A3                      | CUSIP: 55291KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2813220 | PA      | $936867.37    | 0.06%             | 2036-08-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                  | Level 3 Financing, Inc.                                                              | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      213000 | PA      | $231332.78    | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                    | Senegal Government International Bond                                                | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1725000 | PA      | $1203416.06   | 0.08%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                       | Seagate HDD Cayman                                                                   | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     1069000 | PA      | $977538.04    | 0.06%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                      | Frontier Issuer LLC, Series 2023-1, Class A2                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      724500 | PA      | $736407.16    | 0.05%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                  | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      295000 | PA      | $299384.29    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                             | UBS Group AG                                                                         | CUSIP: UV4180070<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1725000 | PA      | $1727026.88   | 0.11%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Grantor Trust                                                 | Fannie Mae Grantor Trust, IO                                                         | CUSIP: 31358S7C9<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     1443007 | PA      | $1704.48      | 0.00%             | 2040-11-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   103500000 | NC      | $17072807.07  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                               | Jabil Inc.                                                                           | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3311549.77   | 0.21%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $58026.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -27675000 | NC      | $-389913.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                    | Navoi Mining & Metallurgical Combinat                                                | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     1380000 | PA      | $1408725.56   | 0.09%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                           | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      180116 | PA      | $147222.57    | 0.01%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Bayer US Finance LLC                                                     | Bayer US Finance LLC                                                                 | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     1443000 | PA      | $1464982.45   | 0.09%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       88763 | PA      | $11725.55     | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                  | Level 3 Financing, Inc.                                                              | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      212000 | PA      | $237175.00    | 0.02%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                           | Carnival Corp.                                                                       | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      598000 | PA      | $593317.18    | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                                    | Cleveland-Cliffs Inc.                                                                | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      165000 | PA      | $130433.83    | 0.01%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4360000 | NC      | $360227.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                            | Navient Corp.                                                                        | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      460000 | PA      | $455788.06    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                       | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      897000 | PA      | $911259.93    | 0.06%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1665162.01  | -0.11%            |  |  |  | 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      | $-281112.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -12965000 | NC      | $-103525.53   | -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      | $-509410.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                              | Constellation Software Inc.                                                          | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     1223000 | PA      | $1244922.95   | 0.08%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | McDermott International Inc., Wrts. 2027-06-30                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       85239 | NS      | $2557.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $227230.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                   | Intesa Sanpaolo S.p.A.                                                               | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     9900000 | PA      | $9955561.18   | 0.65%             | N/A             | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | McDermott International Inc., Wrts. 2027-06-30                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       76715 | NS      | $2301.45      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $373242.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31396XUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      607010 | PA      | $50991.39     | 0.00%             | 2037-06-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                 | Angel Oak Mortgage Trust, Series 2024-12, Class A3                                   | CUSIP: 034932AC7<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     1284003 | PA      | $1293298.24   | 0.08%             | 2069-10-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       21669 | PA      | $2405.18      | 0.00%             | 2032-07-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 3133TR6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        1708 | PA      | $1752.56      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                            | Citigroup Mortgage Loan Trust, Series 2025-2, Class A10                              | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2023219 | PA      | $2045211.17   | 0.13%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -33660000 | NC      | $-463531.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a.r.l.                                    | Chile Electricity Lux MPC II S.a.r.l.                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1461370 | PA      | $1453697.79   | 0.09%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     6970000 | NC      | $761589.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -12965000 | NC      | $-188692.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                    | Egypt Government Bond                                                                | CUSIP: YW0477177<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   375000000 | PA      | $7502611.28   | 0.49%             | 2027-07-02      | Fixed         | 23.85%                | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      112738 | PA      | $15336.05     | 0.00%             | 2033-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                               | Mars, Inc.                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1204965.21   | 0.08%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23281.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                          | TransDigm, Inc., Term Loan L                                                         | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     1196244 | PA      | $1185466.20   | 0.08%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M2                 | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1145000 | PA      | $1181359.70   | 0.08%             | 2043-07-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                      | Lithia Motors, Inc.                                                                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      650000 | PA      | $597608.57    | 0.04%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Walker & Dunlop, Inc.                                                    | Walker & Dunlop, Inc.                                                                | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $590515.40    | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -34580000 | NC      | $-72030.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R04, Class 1M1                 | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1920780 | PA      | $1957144.53   | 0.13%             | 2043-05-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    41485000 | NC      | $1571576.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DPX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       34622 | PA      | $3541.77      | 0.00%             | 2032-03-18      | Floating      | 3.54%                 | 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      | $61113.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31395XLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       69991 | PA      | $79044.81     | 0.01%             | 2035-08-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                               | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3889000 | PA      | $4129718.83   | 0.27%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 3133TDE69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         721 | PA      | $728.28       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2022-HQA2, Class M1                                              | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3687541.90   | 0.24%             | 2042-07-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $43718.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X Corp.                                                                  | X Corp., Term Loan B                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      359082 | PA      | $348623.39    | 0.02%             | 2029-10-27      | Floating      | 10.95%                | 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      | $213343.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $248908.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                       | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7842846.12   | 0.51%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Bond                                                    | Japan Government Bond                                                                | CUSIP: BJ7062745<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  9241550000 | PA      | $32010521.91  | 2.08%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Claire's Holdings LLC                                                    | Claire's Holdings LLC, Pfd.                                                          | CUSIP: 179584917<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         195 | NS      | $25593.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36208YJC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1351 | PA      | $1354.79      | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2022-HQA3, Class M1                                              | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3655375.50   | 0.24%             | 2042-08-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                          | BRAVO Residential Funding Trust, Series 2023-NQM7, Class A2                          | CUSIP: 10569HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3766613 | PA      | $3827203.10   | 0.25%             | 2063-09-25      | Variable      | 7.38%                 | 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      | $70.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                                    | Vendee Mortgage Trust, Series 1995-2B, Class 2, IO                                   | CUSIP: 911760GA8<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |       27283 | PA      | $0.58         | 0.00%             | 2025-06-15      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      131280 | PA      | $15396.24     | 0.00%             | 2033-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       96608 | PA      | $12735.31     | 0.00%             | 2034-01-25      | 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      | $-161645.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                              | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     2917000 | PA      | $2964553.20   | 0.19%             | 2027-01-15      | Fixed         | 5.40%                 | 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      | $48649.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                         | UniCredit S.p.A.                                                                     | CUSIP: AQ4052637<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     6900000 | PA      | $7834617.57   | 0.51%             | N/A             | Variable      | 5.38%                 | 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      | $441593.45    | 0.03%             |  |  |  | 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      | $-91938.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2022-DNA2, Class M1                                              | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3575185.60   | 0.23%             | 2042-02-25      | Floating      | 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      | $-158389.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                 | Cox Communications, Inc.                                                             | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $1538923.61   | 0.10%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos. Inc.                                                  | Bausch Health Cos. Inc.                                                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      176000 | PA      | $165642.40    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association                                                | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14762626 | PA      | $14780485.17  | 0.96%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                          | Rolls-Royce PLC                                                                      | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      930000 | PA      | $925873.78    | 0.06%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       54149 | PA      | $5876.52      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    55750000 | NC      | $549472.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                           | EchoStar Corp.                                                                       | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      630000 | PA      | $587823.26    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                    | Clydesdale Acquisition Holdings, Inc.                                                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1181931.49   | 0.08%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                       | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        4588 | PA      | $273.57       | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 3133TCV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         443 | PA      | $451.31       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   578120000 | NC      | $439897.29    | 0.03%             |  |  |  | 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      | $399501.14    | 0.03%             |  |  |  | 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      | $154137.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       64044 | PA      | $61227.69     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       71698 | PA      | $4390.35      | 0.00%             | 2035-05-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       77602 | PA      | $10965.82     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DN2N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14444835 | PA      | $13940668.46  | 0.90%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $218610.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ProSil Acquisition S.A.                                                  | ProSil Acquisition S.A., Series 2019-1, Class A                                      | CUSIP: N/A<br>LEI: 529900REZH4056FENJ94       | Long             | ABS-MBS          | CORP              | LU        |     2937361 | PA      | $2678114.96   | 0.17%             | 2039-10-31      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2023-HQA1, Class M1                                              | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |     5639000 | PA      | $5923319.51   | 0.38%             | 2043-05-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                            | Freedom Mortgage Holdings LLC                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      300000 | PA      | $293704.50    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4180000 | NC      | $502498.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC         | California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC                     | CUSIP: 13005HAA8<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |      585000 | PA      | $575124.97    | 0.04%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CEMEX Materials LLC                                                      | CEMEX Materials LLC                                                                  | CUSIP: EC9244749<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3523800.00   | 0.23%             | 2025-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $143717.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                 | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                   | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8348365 | PA      | $97728.47     | 0.01%             | 2051-01-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 3133TJC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        3037 | PA      | $3029.64      | 0.00%             | 2029-02-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KPXJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14599667 | PA      | $14354135.81  | 0.93%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror L.P.                                                | Prairie ECI Acquiror L.P., Term Loan B                                               | CUSIP: 73955HAE4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |      643516 | PA      | $635954.92    | 0.04%             | 2029-08-01      | Floating      | 8.57%                 | 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      | $-233398.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                     | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      215000 | PA      | $221910.55    | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI, S.A.                                  | Aeropuertos Dominicanos Siglo XXI, S.A.                                              | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     2055000 | PA      | $2089030.80   | 0.14%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       22219 | PA      | $2309.84      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                           | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      395904 | PA      | $331266.33    | 0.02%             | 2027-01-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4155000 | NC      | $558930.60    | 0.04%             |  |  |  | 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      | $-651784.12   | -0.04%            |  |  |  | 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      | $-189106.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2765000 | NC      | $375583.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -87090000 | NC      | $-335937.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-1127648.66  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy L.P.                                                   | Excelerate Energy L.P.                                                               | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      309000 | PA      | $314202.69    | 0.02%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates L.P./ PFG Finance Corp.                     | Provident Funding Associates L.P./ PFG Finance Corp.                                 | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $873978.50    | 0.06%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -439030000 | NC      | $-1384441.59  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                             | Eurosail PLC, Series 2006-4X, Class E1C                                              | CUSIP: BCC0UB5E7<br>LEI: 21380013477BR2UW8M54 | Long             | ABS-MBS          | CORP              | GB        |     4135722 | PA      | $5141907.07   | 0.33%             | 2044-12-10      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                            | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                            | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       67683 | PA      | $63803.88     | 0.00%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                    | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      295000 | PA      | $291324.03    | 0.02%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Mattel, Inc.                                                             | Mattel, Inc.                                                                         | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1707845.89   | 0.11%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -92475000 | NC      | $-853590.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -103500000 | NC      | $-1170140.04  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -41365000 | NC      | $-1612834.17  | -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      | $26050.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willow No 2 Ireland PLC for Zurich Insurance Co. Ltd.                    | Willow No 2 Ireland PLC for Zurich Insurance Co. Ltd.                                | CUSIP: EK8618358<br>LEI: 549300B0B1XTFDS6V025 | Long             | DBT              | CORP              | IE        |    10500000 | PA      | $10442302.50  | 0.68%             | 2045-10-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -5547600 | NC      | $-5545591.77  | -0.36%            |  |  |  | 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      | $-929105.47   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                              | PHINIA Inc.                                                                          | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      324000 | PA      | $318295.54    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                 | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1, Series 2025-NQM1, Class A3 | CUSIP: 617932AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2642077 | PA      | $2663888.36   | 0.17%             | 2069-11-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                      | French Republic Government Bond OAT                                                  | CUSIP: BN6163990<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12620000 | PA      | $4383032.63   | 0.28%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                 | Venture Global LNG, Inc.                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      916000 | PA      | $788176.69    | 0.05%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac STRIPS                                                       | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YC64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       15674 | PA      | $1867.79      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                              | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1                 | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9163 | PA      | $8548.32      | 0.00%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                 | Lumen Technologies, Inc.                                                             | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      114000 | PA      | $113857.50    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                          | Ashton Woods USA LLC / Ashton Woods Finance Co.                                      | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1196909.10   | 0.08%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       21582 | PA      | $2156.87      | 0.00%             | 2032-04-25      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                         | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7283745.21   | 0.47%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -68990000 | NC      | $-252734.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                               | Sensata Technologies, Inc.                                                           | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      374000 | PA      | $370939.17    | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TLPZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        6335 | PA      | $270.01       | 0.00%             | 2029-08-15      | Floating      | 4.49%                 | 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      | $65830.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $595688.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                                   | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                  | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19370 | PA      | $15474.96     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                              | First Quantum Minerals Ltd.                                                          | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1649000 | PA      | $1630415.93   | 0.11%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings, LLC                                          | Jefferson Capital Holdings, LLC                                                      | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $645250.01    | 0.04%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31339MRQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        4148 | PA      | $4149.46      | 0.00%             | 2029-07-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                        | GGAM Finance Ltd.                                                                    | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     1162000 | PA      | $1189547.53   | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $947610.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -70000000 | NC      | $-164661.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31298SZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12773 | PA      | $13055.13     | 0.00%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4645000 | NC      | $672600.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                           | European Bank for Reconstruction & Development                                       | CUSIP: ZL1827316<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | XX        |     1800000 | PA      | $1810350.00   | 0.12%             | 2025-08-27      | Fixed         | 6.40%                 | 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      | $108490.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31392CE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       32615 | PA      | $32921.36     | 0.00%             | 2032-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    69230000 | NC      | $767018.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation - Indexed Bonds                                  | U.S. Treasury Inflation - Indexed Bonds                                              | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36217225 | PA      | $33426226.23  | 2.17%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.           | Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                       | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      614000 | PA      | $612368.79    | 0.04%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                  | Level 3 Financing, Inc.                                                              | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      109000 | PA      | $121233.57    | 0.01%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association                                                | CUSIP: 31385XQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7025 | PA      | $7255.97      | 0.00%             | 2033-03-01      | Fixed         | 7.50%                 | 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      | $-602472.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                | Banco del Estado de Chile                                                            | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     1003000 | PA      | $1040540.28   | 0.07%             | N/A             | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31395VZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      189427 | PA      | $9758.75      | 0.00%             | 2035-07-15      | Floating      | 1.69%                 | 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      | $-170860.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -41485000 | NC      | $-582822.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance L.P.                                        | Northriver Midstream Finance L.P.                                                    | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      576000 | PA      | $572989.54    | 0.04%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36208PTH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20032 | PA      | $20560.95     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | 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      | $3679.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services, Inc.                                 | Harley-Davidson Financial Services, Inc.                                             | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2383885.35   | 0.15%             | 2025-06-08      | Fixed         | 3.35%                 | 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      | $-475388.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                   | Tenet Healthcare Corp.                                                               | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31464.39     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4150000 | NC      | $545600.50    | 0.04%             |  |  |  | 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      | $-83008.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       22253 | PA      | $1770.17      | 0.00%             | 2032-04-25      | Floating      | 2.53%                 | 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      | $24463.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -69230000 | NC      | $-268927.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                           | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     3603000 | PA      | $3791414.35   | 0.25%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: —       |
| GSR Mortgage Loan Trust                                                  | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                  | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19991 | PA      | $18434.89     | 0.00%             | 2035-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                          | FirstCash, Inc.                                                                      | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      936000 | PA      | $958811.81    | 0.06%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                      | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1917000 | PA      | $2004744.79   | 0.13%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-79001.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2024-DNA2, Class M2                                              | CUSIP: 35564NDA8<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      862500 | PA      | $862714.33    | 0.06%             | 2044-05-25      | Floating      | 6.05%                 | 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      | $7921.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36209MGF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26044 | PA      | $26468.99     | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     6935000 | NC      | $921023.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                        | Duke Energy Corp.                                                                    | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      623000 | PA      | $625867.05    | 0.04%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-28292.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36209BA24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1428 | PA      | $1431.16      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -448490000 | NC      | $-1202997.94  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                         | Brazil Notas do Tesouro Nacional, Series F                                           | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   495000000 | PA      | $85412582.97  | 5.54%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Iliad Holding                                                            | Iliad Holding                                                                        | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      143000 | PA      | $144870.01    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31359VVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |         909 | PA      | $916.97       | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  1016350000 | NC      | $110687.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                       | Greystar Real Estate Partners, LLC                                                   | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      236000 | PA      | $248041.66    | 0.02%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                            | Iliad Holding                                                                        | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1466000 | PA      | $1547915.68   | 0.10%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                               | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    60421822 | NS      | $60421821.95  | 3.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                       | Vodafone Group PLC                                                                   | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     6876000 | PA      | $6642038.60   | 0.43%             | 2081-06-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: —       |
| Ares Capital Corp.                                                       | Ares Capital Corp.                                                                   | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     4461000 | PA      | $4493194.81   | 0.29%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                                                | Boost Newco Borrower, LLC                                                            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      546000 | PA      | $576683.02    | 0.04%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association, ARM                                        | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         250 | PA      | $249.72       | 0.00%             | 2027-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                       | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       49113 | PA      | $5686.26      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | 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      | $-85222.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alhambra SME Funding DAC                                                 | Alhambra SME Funding DAC, Series 2019-1, Class D                                     | CUSIP: BCC2KKGU6<br>LEI: 635400YAJGI5TGJENW90 | Long             | ABS-CBDO         | CORP              | IE        |      218562 | PA      | $228171.19    | 0.01%             | 2028-11-30      | Floating      | 11.40%                | 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      | $1393.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                 | Venture Global LNG, Inc.                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      806000 | PA      | $818887.13    | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                         | Virgin Media Secured Finance PLC                                                     | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1344000 | PA      | $1295728.20   | 0.08%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                            | Entergy Corp.                                                                        | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     4748000 | PA      | $4785675.38   | 0.31%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                       | General Motors Co.                                                                   | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7276120.67   | 0.47%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       14524 | PA      | $918.52       | 0.00%             | 2035-02-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                              | DaVita Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      605000 | PA      | $611292.61    | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3500000 | PA      | $3444290.12   | 0.22%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31392EXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       22971 | PA      | $22921.69     | 0.00%             | 2032-10-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                              | Sunoco L.P.                                                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      625000 | PA      | $624677.19    | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Republic of South Africa Government Bond                                 | Republic of South Africa Government Bond, Series 2032                                | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   427800000 | PA      | $21350495.32  | 1.38%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                       | Vodafone Group PLC                                                                   | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1348000 | PA      | $1199918.39   | 0.08%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31393FG91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       23827 | PA      | $1473.03      | 0.00%             | 2029-06-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                          | Amer Sports Co.                                                                      | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      578000 | PA      | $585388.00    | 0.04%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16443.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association                                                | CUSIP: 3140XKNH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15053021 | PA      | $15091789.00  | 0.98%             | 2053-02-01      | 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      | $-159090.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1211502.12  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      152977 | PA      | $18540.27     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade      | Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                  | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     1165000 | PA      | $1158802.78   | 0.08%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -51862500 | NC      | $-534806.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                     | American Express Co.                                                                 | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4944423.94   | 0.32%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                            | Auburn 15 PLC, Series E                                                              | CUSIP: BCC3FPSY8<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |     1401000 | PA      | $1810120.10   | 0.12%             | 2045-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                     | FREMF Mortgage Trust, Series 2016-K54, Class C                                       | CUSIP: 30288RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4190000 | PA      | $4142943.79   | 0.27%             | 2048-04-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392AZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        1475 | PA      | $152.58       | 0.00%             | 2031-11-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -244195000 | NC      | $-403097.57   | -0.03%            |  |  |  | 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      | $10399.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17295000 | NC      | $-245000.97   | -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      | $327291.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $960328.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -130075000 | NC      | $-1229510.97  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       41638 | PA      | $5885.61      | 0.00%             | 2034-04-25      | 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      | $-1274580.41  | -0.08%            |  |  |  | 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      | $-17225.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association                                                | CUSIP: 31403NNG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9489 | PA      | $9925.30      | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36208DUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         189 | PA      | $190.33       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                       | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YB40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        8446 | PA      | $370.94       | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                       | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-17, Class 1A8        | CUSIP: 12669G5U1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223885 | PA      | $219864.49    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2770000 | NC      | $414527.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                          | TransDigm, Inc.                                                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      982000 | PA      | $1001602.87   | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31394KL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      143491 | PA      | $9908.03      | 0.00%             | 2033-10-15      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                     | Muthoot Finance Ltd.                                                                 | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     6900000 | PA      | $6676080.23   | 0.43%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31392MW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       31839 | PA      | $32063.01     | 0.00%             | 2032-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                            | Colombian TES, Series B                                                              | CUSIP: BT5050872<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 33400000000 | PA      | $6040934.41   | 0.39%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2023-HQA2, Class M1                                              | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     1308906 | PA      | $1316156.74   | 0.09%             | 2043-06-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| WEX Inc.                                                                 | WEX Inc.                                                                             | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      604000 | PA      | $587917.78    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| H&E Equipment Services, Inc.                                             | H&E Equipment Services, Inc.                                                         | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1161313.24   | 0.08%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-893089.69   | -0.06%            |  |  |  | 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      | $-207.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                          | Transocean Inc.                                                                      | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      387200 | PA      | $378788.23    | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $393362.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36208FZZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4738 | PA      | $4765.29      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                     | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      601000 | PA      | $572726.76    | 0.04%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                             | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      681000 | PA      | $574112.42    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -87090000 | NC      | $-306240.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                       | Reinsurance Group of America, Inc.                                                   | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      709000 | PA      | $688773.42    | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan Inc.                                                    | Freeport-McMoRan Inc.                                                                | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     6290000 | PA      | $6191228.76   | 0.40%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     1740000 | NC      | $154705.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                  | MGM China Holdings Ltd.                                                              | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     2760000 | PA      | $2695431.73   | 0.17%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1596 | NC      | $925959.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-162154.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley & Co. LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -69320000 | NC      | $-1474209.72  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                                    | Vendee Mortgage Trust, Series 1995-3, Class 1, IO                                    | CUSIP: 911760GL4<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |      257407 | PA      | $0.26         | 0.00%             | 2025-09-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JSW Steel Ltd.                                                           | JSW Steel Ltd.                                                                       | CUSIP: 46635UAC3<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     4260000 | PA      | $4071240.04   | 0.26%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                    | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      459000 | PA      | $431797.69    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | U.S. Treasury Long Bond Future                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -28 | NC      | $-15593.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                 | Service Properties Trust                                                             | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      278000 | PA      | $295221.82    | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31393JC55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        3624 | PA      | $3623.11      | 0.00%             | 2033-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $925498.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31392EQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       10025 | PA      | $10095.60     | 0.00%             | 2032-04-25      | Floating      | 5.47%                 | 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      | $-9164.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-120481.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      817000 | PA      | $817174.27    | 0.05%             | 2027-02-15      | 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      | $333188.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P./ Icahn Enterprises Finance Corp.                  | Icahn Enterprises L.P./ Icahn Enterprises Finance Corp.                              | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      590000 | PA      | $558067.96    | 0.04%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| OBX Trust                                                                | OBX Trust, Series 2022-NQM7, Class A2                                                | CUSIP: 67117DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1328612 | PA      | $1329251.77   | 0.09%             | 2062-08-25      | Variable      | 5.70%                 | 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      | $331062.95    | 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      | $-371629.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                 | Service Properties Trust                                                             | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      937000 | PA      | $893478.71    | 0.06%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -23185000 | NC      | $-628939.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                | Directv Financing LLC / Directv Financing Co-Obligor Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      304000 | PA      | $288113.08    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                        | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      427000 | PA      | $414763.16    | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | 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      | $-1.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                    | Dominican Republic International Bond                                                | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      720000 | PA      | $671868.00    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Windstream Services, LLC, Wrts.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         399 | NS      | $7605.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                                                | Forvia SE                                                                            | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      444000 | PA      | $442591.64    | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| India Government Bond                                                    | India Government Bond                                                                | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   675000000 | PA      | $8351236.18   | 0.54%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                       | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       26360 | PA      | $2839.16      | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                    | Spain Government Bond                                                                | CUSIP: BN9905777<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    11250000 | PA      | $6085563.21   | 0.39%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                             | Eurosail PLC, Series 2006-2X, Class D1A                                              | CUSIP: BCC0T5HN9<br>LEI: 213800PBNX9J895VX562 | Long             | ABS-MBS          | CORP              | GB        |     6300000 | PA      | $6535234.14   | 0.42%             | 2044-12-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                             | Vistra Corp.                                                                         | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      296000 | PA      | $302800.01    | 0.02%             | N/A             | Variable      | 8.00%                 | 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      | $1057277.29   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -69320000 | NC      | $-1059325.10  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -34845000 | NC      | $-399916.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                       | Hilton Domestic Operating Co. Inc.                                                   | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1170182.75   | 0.08%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     1730000 | NC      | $298527.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1134467.00  | -0.07%            |  |  |  | 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      | $5844.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31359UZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       30575 | PA      | $31054.63     | 0.00%             | 2028-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M2                 | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      655000 | PA      | $672405.97    | 0.04%             | 2043-10-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                     | Select Medical Corp.                                                                 | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      580000 | PA      | $576295.89    | 0.04%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       18286 | PA      | $19058.50     | 0.00%             | 2031-06-15      | 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      | $1395.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                              | Carvana Co.                                                                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      537000 | PA      | $604828.23    | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                              | International Finance Corp.                                                          | CUSIP: AM4724424<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | XX        |    10300000 | PA      | $88214.81     | 0.01%             | 2029-02-15      | 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      | $-226220.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34530000 | NC      | $121062.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   414685000 | NC      | $3684496.64   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                  | MGM China Holdings Ltd.                                                              | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     4250000 | PA      | $4231972.44   | 0.27%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                  | M&G PLC                                                                              | CUSIP: AU5739902<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      925000 | PA      | $943111.50    | 0.06%             | 2048-10-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Co.                                                | Becton, Dickinson and Co.                                                            | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     3307000 | PA      | $2442494.18   | 0.16%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-4361229.50  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                   | Romanian Government International Bond                                               | CUSIP: YV9256814<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2225000 | PA      | $2415827.58   | 0.16%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                   | HUB International Ltd.                                                               | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      853000 | PA      | $885339.79    | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                        | TransCanada Trust, Series 16-A                                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     3545000 | PA      | $3502220.36   | 0.23%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                               | JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class B                 | CUSIP: 46643GAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1655000 | PA      | $1523880.64   | 0.10%             | 2047-11-15      | Variable      | 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      | $-56067.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    11610000 | NC      | $2645367.40   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1035000 | NC      | $-1052243.20  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                   | Sempra                                                                               | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    10650000 | PA      | $9785389.34   | 0.63%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4136667 | NC      | $55.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                       | Southern Co. (The), Series 21-A                                                      | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5274000 | PA      | $5114283.29   | 0.33%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: —       |
| Element Fleet Management Corp.                                           | Element Fleet Management Corp.                                                       | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     6900000 | PA      | $7020578.60   | 0.46%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                        | Taylor Morrison Communities, Inc.                                                    | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      633000 | PA      | $613898.28    | 0.04%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   346485000 | NC      | $39732.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-385739.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-260714.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                | Hera Financing 2024-1 DAC, Series 2024-1A, Class B                                   | CUSIP: BCC3H4L95<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     3216594 | PA      | $4284939.94   | 0.28%             | 2034-11-17      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    99410000 | NC      | $1789382.03   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                     | Energy Transfer L.P.                                                                 | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9660000 | PA      | $9601895.10   | 0.62%             | 2054-10-01      | Variable      | 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      | $-88053.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mcdermott International, Ltd.                                            | Mcdermott International, Ltd.                                                        | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | Long             | EC               | CORP              | BM        |         750 | NS      | $12557.41     | 0.00%             |  |  |  | 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      | $492140.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemak, S.A.B. de C.V.                                                    | Nemak, S.A.B. de C.V.                                                                | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     3064000 | PA      | $2470082.21   | 0.16%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    87090000 | NC      | $1100058.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       12201 | PA      | $200.66       | 0.00%             | 2026-06-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -189570000 | NC      | $-1399041.63  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                 | Angel Oak Mortgage Trust, Series 2024-8, Class A3                                    | CUSIP: 03465QAC8<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |     2470108 | PA      | $2473084.11   | 0.16%             | 2069-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                    | China Government Bond                                                                | CUSIP: BV8098048<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $9795960.20   | 0.64%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JZP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       18841 | PA      | $1328.69      | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 3137AEH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       41245 | PA      | $39485.03     | 0.00%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Foreign Economic Activity of the Republic of Uzbekistan | National Bank of Foreign Economic Activity of the Republic of Uzbekistan             | CUSIP: YX9828980<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |     1420000 | PA      | $1453528.56   | 0.09%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                         | LCM Investments Holdings II, LLC                                                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      311000 | PA      | $294356.37    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                | BPCE S.A., Series NC5.                                                               | CUSIP: BR7719148<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     8400000 | PA      | $9236886.86   | 0.60%             | 2042-01-13      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      155879 | PA      | $15436.85     | 0.00%             | 2038-05-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                           | Opal Bidco SAS                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      585000 | PA      | $585615.53    | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2022-HQA3, Class M2                                              | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     3745000 | PA      | $4014520.16   | 0.26%             | 2042-08-25      | Floating      | 9.70%                 | 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      | $-1682939.79  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Oil & Gas Holdings, Inc.                                          | Sabine Oil & Gas Holdings, Inc.                                                      | CUSIP: 78532M104<br>LEI: 2MNR4Q42DBL85U7RD221 | Long             | EC               | CORP              | US        |        2510 | NS      | $175.70       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31392RNB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       32563 | PA      | $32866.30     | 0.00%             | 2032-02-15      | Floating      | 5.46%                 | 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      | $-938861.02   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                           | Ecopetrol S.A.                                                                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3450000 | PA      | $3609921.30   | 0.23%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                    | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K734, Class X1, IO     | CUSIP: 3137FLN59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     3766180 | PA      | $10126.13     | 0.00%             | 2026-02-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                 | Republic of South Africa Government Bond, Series 2040                                | CUSIP: EK7733067<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   315000000 | PA      | $13875389.43  | 0.90%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                            | Iliad Holding                                                                        | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       82000 | PA      | $83220.31     | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                            | Sixth Street Lending Partners                                                        | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1552000 | PA      | $1558559.40   | 0.10%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Mexican Bonos                                                            | Mexican Bonos, Series M                                                              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   199300000 | PA      | $9617569.20   | 0.62%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $112427.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3455000 | NC      | $16387.35     | 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      | $2023.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | J.P. Morgan Securities LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -110875000 | NC      | $-6722882.65  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -34595000 | NC      | $-131910.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17325000 | NC      | $-594628.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31392FJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        6624 | PA      | $6687.73      | 0.00%             | 2032-12-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                | OBX Trust, Series 2022-NQM7, Class A3                                                | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      690878 | PA      | $690436.38    | 0.04%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                       | Seagate HDD Cayman                                                                   | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     1512800 | PA      | $1708863.39   | 0.11%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    62240000 | NC      | $2483432.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                               | Cloud Software Group, Inc.                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      436000 | PA      | $436570.67    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                    | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |    27381002 | NS      | $27381001.52  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer L.P.                                                     | Energy Transfer L.P.                                                                 | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1868000 | PA      | $1940945.40   | 0.13%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Group AG                                                   | Credit Suisse Group AG                                                               | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     7385000 | PA      | $443100.00    | 0.03%             | N/A             | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    11615000 | NC      | $691534.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury 5 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1485 | NC      | $1414294.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Bonos                                                            | Mexican Bonos, Series M                                                              | CUSIP: BX4963407<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   290000000 | PA      | $12117123.66  | 0.79%             | 2053-07-31      | Fixed         | 8.00%                 | 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      | $-441593.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                               | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24091 | PA      | $24198.21     | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                            | Sixth Street Lending Partners                                                        | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      544000 | PA      | $553388.05    | 0.04%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15648 | PA      | $16102.86     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | EURO-BTP Future                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -352 | NC      | $-231888.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                                                               | ESAB Corp.                                                                           | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      628000 | PA      | $637973.08    | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                             | EZCORP, Inc.                                                                         | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     1128000 | PA      | $1183712.02   | 0.08%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                        | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      647000 | PA      | $630466.76    | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1, Series 2024-NQM1, Class A2 | CUSIP: 61775UAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2056044 | PA      | $2074583.05   | 0.13%             | 2068-12-25      | Variable      | 6.41%                 | 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        |      670000 | PA      | $606922.88    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Prairie Acquiror L.P.                                                    | Prairie Acquiror L.P.                                                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      173000 | PA      | $174573.44    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      180863 | PA      | $11833.72     | 0.00%             | 2035-05-25      | Floating      | 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      | $2223237.76   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                    | Electricite de France                                                                | CUSIP: YV7034577<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     3500000 | PA      | $4717569.06   | 0.31%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $387858.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New Gold Inc.                                                            | New Gold Inc.                                                                        | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     1183000 | PA      | $1211197.99   | 0.08%             | 2032-04-01      | 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      | $490493.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                             | Vistra Corp., Series C                                                               | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      915000 | PA      | $965074.92    | 0.06%             | N/A             | Variable      | 8.88%                 | 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      | $-3010832.04  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                        | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      106000 | PA      | $107831.63    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       91309 | PA      | $7730.83      | 0.00%             | 2041-10-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       80936 | PA      | $9028.40      | 0.00%             | 2037-12-15      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAYU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      260019 | PA      | $33574.57     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Obx 2024-Nqm18 Trust                                                     | Obx 2024-Nqm18 Trust, Series 2024-NQM18, Class A3                                    | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |     2538393 | PA      | $2555087.10   | 0.17%             | 2064-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P./ PAA Finance Corp.                     | Plains All American Pipeline L.P./ PAA Finance Corp.                                 | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2093459.22   | 0.14%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       40353 | PA      | $3713.88      | 0.00%             | 2038-04-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31339GRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        3106 | PA      | $3249.09      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                               | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       26664 | PA      | $3922.90      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -130075000 | NC      | $-1689276.44  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                          | Solventum Corp.                                                                      | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     1969000 | PA      | $1902946.51   | 0.12%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -2765000 | NC      | $-436211.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17325000 | NC      | $-296967.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                   | Tenet Healthcare Corp.                                                               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      505000 | PA      | $504158.33    | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                      | Ludgate Funding PLC, Series 2006-1X, Class A2A                                       | CUSIP: BCC0U5WJ9<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     5473332 | PA      | $7174599.67   | 0.47%             | 2060-12-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                | Hera Financing 2024-1 DAC, Series 2024-1A, Class C                                   | CUSIP: BCC3H4LB0<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     1838054 | PA      | $2444191.57   | 0.16%             | 2034-11-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Eurosail-UK NC PLC                                                       | Eurosail-UK NC PLC, Series 2007-1X, Class D1C                                        | CUSIP: BCC0VXRF1<br>LEI: 213800HEU63KH3XHB844 | Long             | ABS-MBS          | CORP              | GB        |     1750000 | PA      | $1995345.54   | 0.13%             | 2045-03-13      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                       | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      354000 | PA      | $292644.87    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-85668.25    | -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      | $324353.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    13860000 | NC      | $1556672.04   | 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      | $-2632900.57  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                          | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    23228856 | NS      | $23228856.30  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                      | Suzano Austria GmbH                                                                  | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1716000 | PA      | $1578220.47   | 0.10%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1735000 | NC      | $-315140.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                    | Senegal Government International Bond                                                | CUSIP: YX5060992<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1730000 | PA      | $1359632.69   | 0.09%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      506620 | PA      | $42745.14     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                    | Compania de Minas Buenaventura S.A.A.                                                | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1990000 | PA      | $1980069.90   | 0.13%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                 | Angel Oak Mortgage Trust, Series 2024-12, Class A2                                   | CUSIP: 034932AB9<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |      790872 | PA      | $796003.35    | 0.05%             | 2069-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                  | RB Global Holdings Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      823000 | PA      | $863931.08    | 0.06%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $2133606.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     1740000 | NC      | $198126.84    | 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      | $42851.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                        | 1261229 B.C. Ltd.                                                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      420000 | PA      | $411530.32    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Electricite de France                                                    | Electricite de France                                                                | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2334000 | PA      | $2616355.65   | 0.17%             | N/A             | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                    | TrueNoord Capital DAC                                                                | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      886000 | PA      | $906032.58    | 0.06%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                       | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      285000 | PA      | $278174.35    | 0.02%             | 2027-03-15      | 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      | $-21555.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TEPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |          12 | PA      | $0.18         | 0.00%             | 2028-07-17      | Floating      | 4.24%                 | 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      | $-1161.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                       | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       42758 | PA      | $4171.37      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                   | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 2A1A                    | CUSIP: 126686AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17055 | PA      | $15102.17     | 0.00%             | 2036-11-15      | Floating      | 5.57%                 | 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      | $146561.58    | 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      | $3.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36210APC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4435 | PA      | $4441.47      | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $3623.89      | 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      | $-152307.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R03, Class 2M1                 | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1524940 | PA      | $1544287.96   | 0.10%             | 2043-04-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Great Hall Mortgages No.1 PLC                                            | Great Hall Mortgages No.1 PLC, Series 2007-2X, Class EB                              | CUSIP: BCC0YMFK4<br>LEI: 213800TM9KICQKGTYR78 | Long             | ABS-MBS          | CORP              | GB        |     4570000 | PA      | $5086770.45   | 0.33%             | 2039-06-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                        | NatWest Group PLC, Series --                                                         | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1650000 | PA      | $1643961.33   | 0.11%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -414685000 | NC      | $-2008897.47  | -0.13%            |  |  |  | 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      | $-486353.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                    | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                     | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6063441 | PA      | $113811.99    | 0.01%             | 2050-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       16472 | PA      | $1046.45      | 0.00%             | 2032-12-18      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 7 PLC                         | Towd Point Mortgage Funding 2024 - Granite 7 PLC, Series 2024-GR7X, Class E          | CUSIP: BCC3JPGS0<br>LEI: 635400RLWW2GUXIMK345 | Long             | ABS-MBS          | CORP              | GB        |     1555000 | PA      | $2073982.67   | 0.13%             | 2051-04-20      | Floating      | 7.72%                 | 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      | $2408132.47   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                  | Braskem Idesa, S.A.P.I.                                                              | CUSIP: ZQ7727766<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     2850000 | PA      | $2203905.86   | 0.14%             | 2029-11-15      | Fixed         | 7.45%                 | 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      | $71372.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury Ultra Bonds Future                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -87 | NC      | $32423.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3465000 | NC      | $508797.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      336750 | PA      | $29605.70     | 0.00%             | 2035-05-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                           | Ecopetrol S.A.                                                                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1850000 | PA      | $1765053.18   | 0.11%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                | Windstream Services LLC / Windstream Escrow Finance Corp.                            | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      564000 | PA      | $577890.76    | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mortgage Funding 2008-1 PLC                                              | Mortgage Funding 2008-1 PLC, Series 2008-1, Class B2                                 | CUSIP: BCC1318Z7<br>LEI: 213800AHT9AB4TA6OJ88 | Long             | ABS-MBS          | CORP              | GB        |    14462095 | PA      | $18302292.18  | 1.19%             | 2046-03-13      | Floating      | 7.80%                 | 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      | $-609753.75   | -0.04%            |  |  |  | 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      | $-12798.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8670000 | NC      | $1582396.38   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                 | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5195000 | PA      | $5351887.70   | 0.35%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                      | U.S. Treasury Bills                                                                  | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    62966000 | PA      | $62759586.11  | 4.07%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc.                               | Medline Borrower LP/Medline Co-Issuer Inc.                                           | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      663000 | PA      | $668902.69    | 0.04%             | 2029-04-01      | 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      | $745765.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                | Ivory Coast Government International Bond                                            | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2055000 | PA      | $1900044.68   | 0.12%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                        | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | XX        |      911000 | PA      | $884592.93    | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | 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      | $289037.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-108382.42   | -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      | $-1025612.42  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                    | OneMain Finance Corp.                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      457000 | PA      | $405742.85    | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                       | Newell Brands Inc.                                                                   | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      596000 | PA      | $588750.12    | 0.04%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                             | Eurosail PLC, Series 2007-2X, Class D1A                                              | CUSIP: BCC0WM139<br>LEI: 213800NEJVUXH4MS6Y78 | Long             | ABS-MBS          | CORP              | GB        |     8400000 | PA      | $8279137.99   | 0.54%             | 2045-03-13      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                    | Electricite de France                                                                | CUSIP: ZN7006218<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     4800000 | PA      | $5998454.34   | 0.39%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                              | Saks Global Enterprises LLC                                                          | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      643000 | PA      | $390723.70    | 0.03%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $2496525.66   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       99613 | PA      | $119082.64    | 0.01%             | 2036-03-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp.                      | NGL Energy Operating LLC / NGL Energy Finance Corp.                                  | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      307000 | PA      | $288865.88    | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    27675000 | NC      | $1204277.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital S.A.                                              | Telecom Italia Capital S.A.                                                          | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      524000 | PA      | $546787.62    | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: —       |
| Group 1 Automotive, Inc.                                                 | Group 1 Automotive, Inc.                                                             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      632000 | PA      | $601417.01    | 0.04%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Tenet Healthcare Corp.                                                   | Tenet Healthcare Corp.                                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1157000 | PA      | $1186866.80   | 0.08%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                 | Last Mile Logistics Pan Euro Finance DAC                                             | CUSIP: BCC316NC8<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |     5386463 | PA      | $6031389.91   | 0.39%             | 2033-08-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BB Blue Financing DAC                                                    | BB Blue Financing DAC, Series A1                                                     | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |     1750000 | PA      | $1717260.49   | 0.11%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                    | Brookfield Infrastructure Finance ULC                                                | CUSIP: 11276BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1652000 | PA      | $1593080.92   | 0.10%             | 2055-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        5971 | PA      | $326.59       | 0.00%             | 2035-03-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                            | Colombian TES, Series B                                                              | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 79000000000 | PA      | $16280456.37  | 1.06%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                        | Nationstar Mortgage Holdings Inc.                                                    | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      576000 | PA      | $598114.37    | 0.04%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                | Jupiter Mortgage No.1 PLC                                                            | CUSIP: BCC3D7YR8<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     1897000 | PA      | $2516367.38   | 0.16%             | 2055-07-20      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                             | Marriott International, Inc., Series EE                                              | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1867000 | PA      | $1867000.00   | 0.12%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $342675.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $1426586.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                    | OneMain Finance Corp.                                                                | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      275000 | PA      | $270072.00    | 0.02%             | 2032-03-15      | 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      | $837.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                            | Colombian TES, Series B                                                              | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 35050000000 | PA      | $7454933.03   | 0.48%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |      259962 | PA      | $15624.46     | 0.00%             | 2037-04-16      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -34580000 | NC      | $-427685.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1B1                 | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1310000 | PA      | $1370835.88   | 0.09%             | 2043-07-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                         | Fideicomiso Dorrego y Libertador                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AR        |     7698968 | PA      | $7314019.60   | 0.47%             | 2043-12-31      | Floating      | 2.00%                 | No            |                  3 | On Loan: No      |
| Air Lease Corp.                                                          | Air Lease Corp., Series B                                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      912000 | PA      | $885528.93    | 0.06%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8670000 | NC      | $702850.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corp.                             | U.S. International Development Finance Corp., Series 4                               | CUSIP: 90376PEX5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |     1120000 | PA      | $1097243.37   | 0.07%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Re-REMIC Trust                                            | Morgan Stanley Re-REMIC Trust, Series 2012-R3, Class 1B                              | CUSIP: 61761KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5071160 | PA      | $4372895.20   | 0.28%             | 2036-11-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                 | PMT Loan Trust 2025-INV1, Series 2025-INV1, Class A7                                 | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      958895 | PA      | $972640.59    | 0.06%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31397NP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       53002 | PA      | $53451.24     | 0.00%             | 2037-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                  | X Corp., Term Loan B                                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      545000 | PA      | $532396.88    | 0.03%             | 2029-10-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                  | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      315000 | PA      | $313752.38    | 0.02%             | 2027-09-30      | 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      | $-796935.57   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -249560000 | NC      | $-2019401.90  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                        | PennyMac Financial Services, Inc.                                                    | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      310000 | PA      | $289698.88    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -41485000 | NC      | $-1100265.17  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3455000 | NC      | $498428.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -3949 | NC      | $-2714937.50  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M1                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      922318 | PA      | $940695.88    | 0.06%             | 2043-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac, Series 2024-HQA2, Class M2                                              | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |     3450000 | PA      | $3448033.16   | 0.22%             | 2044-08-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                             | Kohl's Corp.                                                                         | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      382000 | PA      | $243043.68    | 0.02%             | 2031-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Cerdia Finanz GmbH                                                       | Cerdia Finanz GmbH                                                                   | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     1130000 | PA      | $1139887.50   | 0.07%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                                  | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3795000 | PA      | $2530581.14   | 0.16%             | 2060-01-28      | Fixed         | 6.95%                 | 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      | $-1965258.51  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      233000 | PA      | $231171.68    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       15988 | PA      | $1777.63      | 0.00%             | 2032-04-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL)           | Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL), Term Loan B          | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      565000 | PA      | $554878.03    | 0.04%             | 2032-01-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte, S.A.                                          | Banco Mercantil del Norte, S.A.                                                      | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1850000 | PA      | $1872736.50   | 0.12%             | N/A             | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| TMF Trust Co. (Argentina) S.A.                                           | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      272189 | PA      | $239280.46    | 0.02%             | 2026-07-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                      | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-3024816.22  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Bell Canada                                                              | Bell Canada                                                                          | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     2078000 | PA      | $2080764.16   | 0.13%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Brink's Co. (The)                                                        | Brink's Co. (The)                                                                    | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      615000 | PA      | $630178.82    | 0.04%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Grantor Trust                                                 | Fannie Mae Grantor Trust, IO                                                         | CUSIP: 3139216D5<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     8943032 | PA      | $274808.64    | 0.02%             | 2041-12-25      | Variable      | 0.37%                 | 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      | $-14236.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley & Co. LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -69320000 | NC      | $-2121293.21  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                               | Melco Resorts Finance Ltd.                                                           | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      653000 | PA      | $592189.18    | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                       | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       12823 | PA      | $13345.96     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST, L.P.                                                  | RLJ LODGING TRUST, L.P.                                                              | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      683000 | PA      | $617940.12    | 0.04%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2                 | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7070000 | PA      | $7083928.61   | 0.46%             | 2044-03-25      | Floating      | 6.30%                 | 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      | $-743408.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-2411061.44  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                  | Carriage Services, Inc.                                                              | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      959000 | PA      | $882677.31    | 0.06%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2                 | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3150000 | PA      | $3274592.90   | 0.21%             | 2042-07-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                       | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1627000 | PA      | $1628825.49   | 0.11%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17330000 | NC      | $-1760797.32  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecomunicaciones Digitales, S.A.                                       | Telecomunicaciones Digitales, S.A.                                                   | CUSIP: ZQ3057432<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     1750000 | PA      | $1586760.70   | 0.10%             | 2030-01-30      | 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      | $3778.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                 | CenterPoint Energy, Inc.                                                             | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      573000 | PA      | $566886.15    | 0.04%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    52270000 | NC      | $84972.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17295000 | NC      | $-467241.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $787306.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31393T4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       20268 | PA      | $20227.66     | 0.00%             | 2033-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PTA Perusahaan Perseroan (Persero) Perusahaan Listrik Negara             | PTA Perusahaan Perseroan (Persero) Perusahaan Listrik Negara                         | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3700000 | PA      | $3647825.93   | 0.24%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    43555000 | NC      | $325208.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                       | Southern Co. (The), Series B                                                         | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $7992414.18   | 0.52%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -23185000 | NC      | $-329551.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ATX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        1180 | PA      | $69.29        | 0.00%             | 2031-12-18      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                 | YPF S.A., Class D                                                                    | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | EC               | CORP              | AR        |      367300 | NS      | $11149708.72  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                             | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      736000 | PA      | $654402.38    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                       | Arcos Dorados B.V.                                                                   | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     3145000 | PA      | $3206390.40   | 0.21%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                             | CUSIP: 36208VZJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         566 | PA      | $567.83       | 0.00%             | 2028-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                        | Hellenic Republic Government Bond                                                    | CUSIP: EJ0435655<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    76770000 | PA      | $226119.23    | 0.01%             | 2042-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                   | BlueLinx Holdings Inc.                                                               | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |      652000 | PA      | $620716.58    | 0.04%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -27675000 | NC      | $-419027.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                     | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A1                                    | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      558229 | PA      | $558693.05    | 0.04%             | 2064-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       83197 | PA      | $12952.21     | 0.00%             | 2033-05-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs                                                                    | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       92798 | PA      | $104617.70    | 0.01%             | 2036-06-25      | Floating      | 7.82%                 | 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      | $35017.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-5545919.00  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -12960000 | NC      | $-185457.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                       | Vertiv Group Corp.                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      638000 | PA      | $616914.48    | 0.04%             | 2028-11-15      | 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      | $-18685.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       17738 | PA      | $1643.38      | 0.00%             | 2032-01-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1730000 | NC      | $-187277.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -62260000 | NC      | $-31864.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     6930000 | NC      | $844761.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                 | Fannie Mae Connecticut Avenue Securities, Series 2024-R02, Class 1M2                 | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6900000 | PA      | $6903405.84   | 0.45%             | 2044-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                     | Bayer US Finance LLC                                                                 | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     4073000 | PA      | $4147631.21   | 0.27%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -34595000 | NC      | $-214834.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P. (Copeland)                                           | EMRLD Borrower L.P. (Copeland), Incremental Term Loan B                              | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      905000 | PA      | $895764.48    | 0.06%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                    | Dominican Republic International Bond                                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1200000 | PA      | $1080300.00   | 0.07%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** AIM Investment Funds (Invesco Investment Funds)

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer