# EDGAR Filing Document

**Accession Number:** 0000830622
**File Stem:** 0002071691-26-003940
**Filing Date:** 2026-2
**Character Count:** 359546
**Document Hash:** c3a4e0a16b75df3c3b7128a62a4059e8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-003940.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0002071691-26-003940

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM MASTER INTERMEDIATE INCOME TRUST
- **CENTRAL INDEX KEY:** 0000830622

**ORGANIZATION NAME:**
- **EIN:** 046584465
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1117

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05498
- **FILM NUMBER:** 26675055

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6172921000

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Putnam Master Intermediate Income Trust

- **b. Investment Company Act file number:** 811-05498

- **c. CIK number of Registrant:** 0000830622

- **d. LEI of Registrant:** QYQERD8ESA0ALFI8LA12

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Putnam Master Intermediate Income Trust

- **c. LEI of Series:** QYQERD8ESA0ALFI8LA12

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $220557191.64

**Total Liabilities:** $54261162.34

**Net Assets:** $166296029.30

**Delayed Delivery Securities:** $46889858.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -166.32000000 | **1-Year:** -2794.65000000 | **5-Year:** -5518.93000000 | **10-Year:** -3089.20000000 | **30-Year:** -2984.88000000

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

- **3-Month:** -47.33000000 | **1-Year:** 24041.65000000 | **5-Year:** -69245.71000000 | **10-Year:** 17706.30000000 | **30-Year:** 1684.67000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.35%                | 0.93%                | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $35103.52                | $-103086.31                                |
| Month 2  | $34917.75                | $432276.68                                 |
| Month 3  | $112592.93               | $-472907.79                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                           | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                             | A&D Mortgage Trust, Series 2024-NQM1, Class A1                                                    | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |    503831 | PA      | $507896.33    | 0.31%             | 2069-02-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                   | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    430000 | PA      | $448652.54    | 0.27%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                  | AIB Group plc                                                                                     | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $212452.05    | 0.13%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                             | APLD ComputeCo LLC                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $220876.97    | 0.13%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                     | AT&T, Inc.                                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410425.69    | 0.25%             | 2028-02-15      | Fixed         | 4.10%                 | 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        |    200000 | PA      | $209093.68    | 0.13%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    305000 | PA      | $308484.58    | 0.19%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                           | Osaic Holdings, Inc.                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67936.69     | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                            | AeroVironment, Inc.                                                                               | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35887.50     | 0.02%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                | Air Lease Corp.                                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462908.46    | 0.28%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                      | Akamai Technologies, Inc.                                                                         | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84420.00     | 0.05%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                    | Aker BP ASA                                                                                       | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    205000 | PA      | $211240.79    | 0.13%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                      | ATI, Inc.                                                                                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490644.74    | 0.30%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                  | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1691093.76   | 1.02%             | 2056-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                  | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $884648.44    | 0.53%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                  | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $924648.43    | 0.56%             | 2056-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                  | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-948658.94   | -0.57%            | 2056-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                  | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-2929129.65  | -1.76%            | 2056-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                  | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $997421.88    | 0.60%             | 2056-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                  | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29000000 | PA      | $29410026.36  | 17.69%            | 2056-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                  | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3080651.16   | 1.85%             | 2056-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                  | Alnylam Pharmaceuticals, Inc.                                                                     | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     19000 | PA      | $27983.20     | 0.02%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                  | Alnylam Pharmaceuticals, Inc.                                                                     | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48375.00     | 0.03%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                 | Alphabet, Inc.                                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245804.86    | 0.15%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                         | Alternative Loan Trust, Series 2006-OA7, Class 1A1                                                | CUSIP: 02146BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196489 | PA      | $182771.67    | 0.11%             | 2046-06-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                         | Alternative Loan Trust, Series 2006-OA7, Class 1A2                                                | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150624 | PA      | $150989.81    | 0.09%             | 2046-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                         | Alternative Loan Trust, Series 2006-OA10, Class 1A1                                               | CUSIP: 02146QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64858 | PA      | $60022.02     | 0.04%             | 2046-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                         | Alternative Loan Trust, Series 2006-OA10, Class 3A1                                               | CUSIP: 02146QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181656 | PA      | $171285.02    | 0.10%             | 2046-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                         | Alternative Loan Trust, Series 2006-OA10, Class 4A1                                               | CUSIP: 02146QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1302622 | PA      | $1161714.58   | 0.70%             | 2046-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                               | Amazon.com, Inc.                                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110153.02    | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                               | Ambipar Lux SARL                                                                                  | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $35375.00     | 0.02%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                   | Ameren Corp.                                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173853.28    | 0.10%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                        | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                                | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334074 | PA      | $203665.75    | 0.12%             | 2047-05-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                           | American Tower Corp.                                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404758.69    | 0.24%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                 | Amphenol Corp.                                                                                    | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119900.53    | 0.07%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                         | Antero Resources Corp.                                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253608.50    | 0.15%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                               | AptarGroup, Inc.                                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105934.37    | 0.06%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                         | Egypt Government Bond                                                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    310000 | PA      | $344875.46    | 0.21%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                         | Aramark Services, Inc.                                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208150.24    | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                   | Arcosa, Inc.                                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52899.73     | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                             | Ares Capital Corp.                                                                                | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420281.78    | 0.25%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                          | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217679.31    | 0.13%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                        | Asurion LLC and Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $140147.07    | 0.08%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                          | Athene Global Funding                                                                             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210676.02    | 0.13%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                   | Avient Corp.                                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46281.02     | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                     | Aviation Capital Group LLC                                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215276.03    | 0.13%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                    | Avnet, Inc.                                                                                       | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33592.00     | 0.02%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                              | BAT Capital Corp.                                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $167698.27    | 0.10%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                              | BAT Capital Corp.                                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56240.38     | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                           | BBCMS Mortgage Trust, Series 2024-C26, Class XA                                                   | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2630352 | PA      | $183811.36    | 0.11%             | 2057-05-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                           | BBCMS Mortgage Trust, Series 2024-5C29, Class XA                                                  | CUSIP: 05555PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7474790 | PA      | $384802.17    | 0.23%             | 2057-09-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO Mortgage Trust, Series 2024-5C6, Class XA                                                     | CUSIP: 05593QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5706330 | PA      | $240421.39    | 0.14%             | 2057-09-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                         | BWX Technologies, Inc.                                                                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31531.50     | 0.02%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                      | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $375260.76    | 0.23%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                          | Bank of America Corp., Series L                                                                   | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215576.26    | 0.13%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                          | Bank of America Corp.                                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    430000 | PA      | $446939.60    | 0.27%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                             | Bank of America NA                                                                                | CUSIP: 06051WUD4<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |    750000 | PA      | $750480.23    | 0.45%             | 2026-03-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                    | BANK5 Trust, Series 2024-5YR7, Class XA                                                           | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5186196 | PA      | $208612.14    | 0.13%             | 2057-06-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| BANK                                                           | BANK, Series 2024-BNK48, Class XA                                                                 | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4502351 | PA      | $359880.54    | 0.22%             | 2057-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| BANK                                                           | BANK, Series 2020-BN30, Class XA                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2949037 | PA      | $139007.60    | 0.08%             | 2053-12-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                    | BANK5 Trust, Series 2024-5YR10, Class XA                                                          | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6903113 | PA      | $268883.85    | 0.16%             | 2057-10-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                    | BANK5 Trust, Series 2024-5YR12, Class XA                                                          | CUSIP: 06644XBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5933264 | PA      | $106339.52    | 0.06%             | 2057-12-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                           | BBCMS Mortgage Trust, Series 2022-C14, Class XA                                                   | CUSIP: 07336AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4786872 | PA      | $150011.97    | 0.09%             | 2055-02-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                           | BBCMS Mortgage Trust, Series 2025-C32, Class XA                                                   | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2124184 | PA      | $174613.24    | 0.11%             | 2062-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                    | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220926.60    | 0.13%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                       | Bear Stearns ALT-A Trust, Series 2005-10, Class 11A1                                              | CUSIP: 07386HYW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34011 | PA      | $32639.80     | 0.02%             | 2036-01-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                       | Benchmark Mortgage Trust, Series 2024-V10, Class XA                                               | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6543443 | PA      | $275945.50    | 0.17%             | 2057-09-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                       | Benchmark Mortgage Trust, Series 2024-V11, Class XA                                               | CUSIP: 081921BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9894837 | PA      | $197917.53    | 0.12%             | 2057-11-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd.                                         | Black Diamond CLO Ltd., Series 2024-1A, Class D1                                                  | CUSIP: 09204UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    410000 | PA      | $413155.39    | 0.25%             | 2037-10-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                             | Bloom Energy Corp.                                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     99000 | PA      | $86625.00     | 0.05%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                               | Boeing Co. (The)                                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135064.77    | 0.08%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                               | Boeing Co. (The)                                                                                  | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13270.36     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                               | Boeing Co. (The)                                                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    446000 | PA      | $473560.19    | 0.28%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                              | Boise Cascade Co.                                                                                 | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213588.61    | 0.13%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                               | Bombardier, Inc.                                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $79341.83     | 0.05%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                           | Boston Properties LP                                                                              | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48525.00     | 0.03%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Box, Inc.                                                      | Box, Inc.                                                                                         | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60450.00     | 0.04%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                              | Boyd Gaming Corp.                                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219988.73    | 0.13%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                  | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1060000 | PA      | $1014102.00   | 0.61%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                  | Brazil Government Bond                                                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $202600.00    | 0.12%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                     | Builders FirstSource, Inc.                                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62805.86     | 0.04%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                        | Burlington Stores, Inc.                                                                           | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $50524.00     | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                            | BWAY Mortgage Trust, Series 2022-26BW, Class E                                                    | CUSIP: 12429EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $194743.64    | 0.12%             | 2044-02-10      | Variable      | 4.87%                 | 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        |    469000 | PA      | $428985.94    | 0.26%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                              | CD Mortgage Trust, Series 2017-CD4, Class B                                                       | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439000 | PA      | $420371.04    | 0.25%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E                                          | CUSIP: 12527DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $183543.44    | 0.11%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $402464.50    | 0.24%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                               | CMS Energy Corp.                                                                                  | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     51000 | PA      | $54672.00     | 0.03%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2013-CR12, Class AM                                                   | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    157998 | PA      | $150115.83    | 0.09%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2014-CR16, Class C                                                    | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441000 | PA      | $420603.75    | 0.25%             | 2047-04-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                                   | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153554 | PA      | $151318.93    | 0.09%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2014-CR20, Class C                                                    | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278095 | PA      | $269307.98    | 0.16%             | 2047-11-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2015-CR22, Class B                                                    | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172483 | PA      | $166013.78    | 0.10%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2012-LC4, Class E                                                     | CUSIP: 126192AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392000 | PA      | $46305.00     | 0.03%             | 2044-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2013-CR7, Class D                                                     | CUSIP: 12625FBA3<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |    109789 | PA      | $104982.02    | 0.06%             | 2046-03-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2015-DC1, Class AM                                                    | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177645 | PA      | $174967.71    | 0.11%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2015-DC1, Class B                                                     | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447000 | PA      | $428762.49    | 0.26%             | 2048-02-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2014-CR17, Class D                                                    | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $243170.51    | 0.15%             | 2047-05-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM Mortgage Trust, Series 2015-CR27, Class C                                                    | CUSIP: 12635QBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23838 | PA      | $22852.24     | 0.01%             | 2048-10-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                         | Alternative Loan Trust, Series 2005-38, Class A1                                                  | CUSIP: 12667GY98<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158934 | PA      | $146689.26    | 0.09%             | 2035-09-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                         | Alternative Loan Trust, Series 2005-38, Class A3                                                  | CUSIP: 12667GZ30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192170 | PA      | $175373.37    | 0.11%             | 2035-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                         | Alternative Loan Trust, Series 2005-59, Class 1A1                                                 | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211264 | PA      | $207308.72    | 0.12%             | 2035-11-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                       | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191646.81    | 0.12%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                    | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    232000 | PA      | $240381.46    | 0.14%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                   | CaixaBank SA                                                                                      | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207982.86    | 0.13%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                             | Canadian Imperial Bank of Commerce                                                                | CUSIP: 13606DEU2<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |    800000 | PA      | $800212.00    | 0.48%             | 2026-02-09      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                    | Capital One Financial Corp.                                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134830.79    | 0.08%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                 | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     70000 | PA      | $72047.99     | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                 | Carnival Corp.                                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    205000 | PA      | $207375.84    | 0.12%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                       | Celanese US Holdings LLC                                                                          | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7289.93      | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                   | Chefs' Warehouse, Inc. (The)                                                                      | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     40000 | PA      | $60848.00     | 0.04%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chevy Chase Funding LLC                                        | Chevy Chase Funding LLC, Series 2006-4A, Class A2                                                 | CUSIP: 16678XAB0<br>LEI: 5493000OPBL8EFF3O717 | Long             | ABS-MBS          | CORP              | US        |    138009 | PA      | $125868.39    | 0.08%             | 2047-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                              | Chile Government Bond                                                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $606390.00    | 0.36%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                      | Chobani LLC / Chobani Finance Corp., Inc.                                                         | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $203652.54    | 0.12%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                             | Cipher Compute LLC                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61183.97     | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                | Citigroup, Inc.                                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451515.64    | 0.27%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                            | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2D                                  | CUSIP: 17312EAE6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    611264 | PA      | $542152.85    | 0.33%             | 2037-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                            | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class D                                    | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222856 | PA      | $216824.13    | 0.13%             | 2048-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                           | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    285000 | PA      | $301358.43    | 0.18%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                         | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94415.04     | 0.06%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                         | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52289.30     | 0.03%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                               | Cloudflare, Inc.                                                                                  | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     66000 | PA      | $71907.00     | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                          | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205788.89    | 0.12%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.         | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $224749.80    | 0.14%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                          | Coinbase Global, Inc.                                                                             | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44850.00     | 0.03%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                           | Colombia Government Bond                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    437000 | PA      | $466716.00    | 0.28%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                           | Colombia Government Bond                                                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    210000 | PA      | $222285.00    | 0.13%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                          | Commercial Metals Co.                                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    267000 | PA      | $257894.07    | 0.16%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                 | Commonwealth Bank of Australia                                                                    | CUSIP: 20272FBQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |    750000 | PA      | $750041.48    | 0.45%             | 2026-04-09      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                        | Commvault Systems, Inc.                                                                           | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30158.00     | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2                             | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504000 | PA      | $519659.58    | 0.31%             | 2040-02-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                              | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $407352.72    | 0.24%             | 2042-01-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1                              | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $186107.76    | 0.11%             | 2042-01-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                            | Constellation Energy Generation LLC                                                               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211602.42    | 0.13%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                 | Constellium SE                                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $259216.50    | 0.16%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3991483.20   | 2.40%             | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5049263.20   | 3.04%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                    | Crocs, Inc.                                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    290000 | PA      | $269344.17    | 0.16%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                           | CrossCountry Intermediate HoldCo LLC                                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61274.76     | 0.04%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                         | DataBank Issuer II LLC, Series 2025-1A, Class A2                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333000 | PA      | $328655.25    | 0.20%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                  | Datadog, Inc.                                                                                     | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82102.50     | 0.05%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                   | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187481.88    | 0.11%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                   | DaVita, Inc.                                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25941.82     | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                   | Dexcom, Inc.                                                                                      | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |    113000 | PA      | $104044.75    | 0.06%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                        | Digital Realty Trust LP                                                                           | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118930.50    | 0.07%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                        | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    285000 | PA      | $294759.83    | 0.18%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                 | DoorDash, Inc.                                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104700.00    | 0.06%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                      | Duke Energy Carolinas LLC, Series A                                                               | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211383.22    | 0.13%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                       | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    250000 | PA      | $254960.00    | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                   | Ecopetrol SA                                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    240000 | PA      | $215298.55    | 0.13%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                     | Encore Capital Group, Inc.                                                                        | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    280000 | PA      | $295400.00    | 0.18%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                  | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199310.37    | 0.12%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                             | Energy Transfer LP                                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421443.33    | 0.25%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                            | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class C                                    | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $195192.57    | 0.12%             | 2058-09-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                            | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class D                                    | CUSIP: 29425AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $63111.48     | 0.04%             | 2058-09-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                       | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171671.12    | 0.10%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                       | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37013.27     | 0.02%             | 2032-05-15      | 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      | $-4.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1004.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $737.54       | 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      | $-159.79      | -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      | $-7474.82     | -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      | $-4245.47     | -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      | $-594.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $838.18       | 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      | $-9316.49     | -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      | $-109.74      | -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      | $-5104.02     | -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      | $-222.85      | -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      | $-1060.75     | -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      | $-5446.56     | -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      | $-2395.23     | -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      | $-3727.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-123.11      | -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      | $129.10       | 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      | $31.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                     | Etsy, Inc.                                                                                        | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102565.50    | 0.06%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                              | Eversource Energy                                                                                 | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210216.73    | 0.13%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                     | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209495.54    | 0.13%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1B                               | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    362368 | PA      | $367785.01    | 0.22%             | 2028-08-25      | Floating      | 15.74%                | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Connecticut Avenue Securities Trust, Series 2016-C02, Class 1B                               | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1105732 | PA      | $1132081.30   | 0.68%             | 2028-09-25      | Floating      | 16.24%                | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 1B                               | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    561670 | PA      | $579024.65    | 0.35%             | 2028-10-25      | Floating      | 15.74%                | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 2B                               | CUSIP: 30711XCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     89098 | PA      | $92101.25     | 0.06%             | 2028-10-25      | Floating      | 16.74%                | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2B                               | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    117940 | PA      | $123483.51    | 0.07%             | 2029-01-25      | Floating      | 14.74%                | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1B                               | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     19689 | PA      | $20824.44     | 0.01%             | 2029-04-25      | Floating      | 13.24%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 304, Class C37                                                                      | CUSIP: 31325UPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9274 | PA      | $145.79       | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2011-101, Class SA                                                                   | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486849 | PA      | $47347.55     | 0.03%             | 2041-10-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2012-127, Class BI                                                                   | CUSIP: 3136A9C48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99328 | PA      | $20413.19     | 0.01%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2015-30                                                                              | CUSIP: 3136ANRR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730647 | PA      | $97264.93     | 0.06%             | 2045-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2016-3, Class NI                                                                     | CUSIP: 3136ARFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606787 | PA      | $86601.92     | 0.05%             | 2046-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2017-32, Class SA                                                                    | CUSIP: 3136AWLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2404211 | PA      | $270207.58    | 0.16%             | 2047-05-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2018-20, Class SB                                                                    | CUSIP: 3136B07G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1106900 | PA      | $107900.51    | 0.06%             | 2048-03-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2018-38, Class SA                                                                    | CUSIP: 3136B1S47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1990077 | PA      | $239185.57    | 0.14%             | 2048-06-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2019-43, Class JS                                                                    | CUSIP: 3136B5A54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1052439 | PA      | $114927.10    | 0.07%             | 2049-08-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2019-61, Class S                                                                     | CUSIP: 3136B66Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2283174 | PA      | $313396.88    | 0.19%             | 2049-11-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2020-76, Class BI                                                                    | CUSIP: 3136BCLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2747647 | PA      | $630746.21    | 0.38%             | 2050-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2021-14, Class CI                                                                    | CUSIP: 3136BFDQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3467926 | PA      | $778370.71    | 0.47%             | 2049-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 374, Class 6                                                                         | CUSIP: 3136FCZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25489 | PA      | $4106.17      | 0.00%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 378, Class 19                                                                        | CUSIP: 3136FEMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63995 | PA      | $8667.47      | 0.01%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 4000, Class PI                                                                      | CUSIP: 3137ALYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102345 | PA      | $13399.15     | 0.01%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 4077, Class IK                                                                      | CUSIP: 3137ASB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351168 | PA      | $74142.49     | 0.04%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 4105, Class HI                                                                      | CUSIP: 3137AUD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107756 | PA      | $5173.01      | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 4839, Class WS                                                                      | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1938190 | PA      | $273765.06    | 0.16%             | 2056-08-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 4945, Class SL                                                                      | CUSIP: 3137FQNN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1898891 | PA      | $229229.97    | 0.14%             | 2050-01-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 4984, Class IL                                                                      | CUSIP: 3137FTQF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1904994 | PA      | $398940.97    | 0.24%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 5002, Class SJ                                                                      | CUSIP: 3137FUAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2719816 | PA      | $323838.10    | 0.19%             | 2050-07-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 5011, Class SA                                                                      | CUSIP: 3137FVT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3080185 | PA      | $391560.83    | 0.24%             | 2050-09-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 5024, Class HI                                                                      | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3458021 | PA      | $821853.67    | 0.49%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 5093, Class YI                                                                      | CUSIP: 3137FYLH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1442422 | PA      | $343195.14    | 0.21%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR Debt Notes, Series 2016-DNA1, Class B                                                 | CUSIP: 3137G0HZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270547 | PA      | $1277651.55   | 0.77%             | 2028-07-25      | Floating      | 13.99%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 5134, Class IC                                                                      | CUSIP: 3137H1X68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2808277 | PA      | $559306.65    | 0.34%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC, Series 5349, Class IB                                                                      | CUSIP: 3137HANZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1727524 | PA      | $377679.55    | 0.23%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 2010-35, Class SG                                                                    | CUSIP: 31398PJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198696 | PA      | $22415.38     | 0.01%             | 2040-04-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, 30 Year                                                                                     | CUSIP: 3140JKL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1957 | PA      | $2010.50      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, 30 Year                                                                                     | CUSIP: 3140JS4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15516 | PA      | $15665.75     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, 30 Year                                                                                     | CUSIP: 3140JUFY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16460 | PA      | $16753.46     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, 30 Year                                                                                     | CUSIP: 3140JXZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10838 | PA      | $10965.90     | 0.01%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA, Series 427, Class C93                                                                       | CUSIP: 31423XQX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2534661 | PA      | $441611.59    | 0.27%             | 2042-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                    | Federation des Caisses Desjardins du Quebec                                                       | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201565.97    | 0.12%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                    | FIGRE Trust, Series 2025-FL1, Class A1                                                            | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130943 | PA      | $131457.23    | 0.08%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust            | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA6, Class 2A1                   | CUSIP: 32052MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392348 | PA      | $267094.98    | 0.16%             | 2036-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    397000 | PA      | $413456.32    | 0.25%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                    | Fluor Corp.                                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     64000 | PA      | $73068.80     | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | 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      | $-16072.90    | -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      | $-8773.00     | -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      | $-83.12       | -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      | $-8571.48     | -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      | $-8157.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                      | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212703.19    | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                          | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230214.42    | 0.14%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Franklin Ultra Short Bond ETF                                  | Franklin Ultra Short Bond ETF                                                                     | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             |  | RF                | US        |    166982 | NS      | $4171711.31   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                       | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN1, Class M2                        | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $243104.87    | 0.15%             | 2051-01-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                       | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN3, Class M2                        | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | CORP              | US        |    797000 | PA      | $827896.98    | 0.50%             | 2051-11-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR Trust, Series 2019-DNA1, Class B2                                                     | CUSIP: 35563KBE9<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | CORP              | US        |    141000 | PA      | $173748.12    | 0.10%             | 2049-01-25      | Floating      | 14.74%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR Trust, Series 2019-HQA1, Class B2                                                     | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $103546.34    | 0.06%             | 2049-02-25      | Floating      | 16.24%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class M2                                | CUSIP: 35563PCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341824 | PA      | $337634.15    | 0.20%             | 2056-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-2, Class M                                 | CUSIP: 35563PKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181665 | PA      | $177520.39    | 0.11%             | 2058-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M                                 | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621525 | PA      | $598543.22    | 0.36%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR Trust, Series 2018-DNA3, Class B2                                                     | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |    174000 | PA      | $199401.79    | 0.12%             | 2048-09-25      | Floating      | 11.74%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR Trust, Series 2018-HQA2, Class B2                                                     | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |    649000 | PA      | $806201.23    | 0.48%             | 2048-10-25      | Floating      | 14.99%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR REMIC Trust, Series 2021-DNA3, Class B2                                               | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $281394.54    | 0.17%             | 2033-10-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                                     | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $125875.57    | 0.08%             | 2049-04-25      | Floating      | 15.24%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR REMIC Trust, Series 2020-HQA3, Class B2                                               | CUSIP: 35565MBE3<br>LEI: 5493000ITAM9GTFUKP51 | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $568826.62    | 0.34%             | 2050-07-25      | Floating      | 13.99%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR REMIC Trust, Series 2020-DNA4, Class B2                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-MBS          | CORP              | US        |    609000 | PA      | $812888.82    | 0.49%             | 2050-08-25      | Floating      | 13.99%                | No            |                  2 | On Loan: No      |
| FHLMC                                                          | FHLMC STACR REMIC Trust, Series 2020-DNA5, Class B2                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $244086.09    | 0.15%             | 2050-10-25      | Floating      | 15.37%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                         | Freedom Mortgage Corp.                                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    355000 | PA      | $393974.83    | 0.24%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                        | GA Global Funding Trust                                                                           | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225983.30    | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617K4U88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19039 | PA      | $19218.49     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617K4U96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18450 | PA      | $18602.92     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617K4VB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14520 | PA      | $14821.91     | 0.01%             | 2049-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LELG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36460 | PA      | $32814.64     | 0.02%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LEPL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13131 | PA      | $11818.03     | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LNR97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155461 | PA      | $140209.70    | 0.08%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Trust, Series 2013-GC13, Class AS                                          | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    122573 | PA      | $121094.42    | 0.07%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                        | GSR Mortgage Loan Trust, Series 2007-OA1, Class 2A3A                                              | CUSIP: 3622NAAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171384 | PA      | $95508.50     | 0.06%             | 2037-05-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                         | GSAA Home Equity Trust, Series 2006-8, Class 2A2                                                  | CUSIP: 362348AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475455 | PA      | $98534.01     | 0.06%             | 2036-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Trust, Series 2014-GC24, Class B                                           | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469000 | PA      | $452722.89    | 0.27%             | 2047-09-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Trust, Series 2014-GC24, Class D                                           | CUSIP: 36253GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221000 | PA      | $140332.79    | 0.08%             | 2047-09-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Trust, Series 2019-GC42, Class XA                                          | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6065013 | PA      | $148699.57    | 0.09%             | 2052-09-10      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                          | Haleon US Capital LLC                                                                             | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244418.64    | 0.15%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                               | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214708.38    | 0.13%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                               | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90260.13     | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                  | Gartner, Inc.                                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434304.59    | 0.26%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                             | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55090.65     | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                | Genmab A/S / Genmab Finance LLC                                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    200000 | PA      | $205108.31    | 0.12%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                              | Ghana Government Bond                                                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    190000 | PA      | $174297.75    | 0.10%             | 2035-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                  | Magnera Corp.                                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222183.74    | 0.13%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                          | Global Payments, Inc.                                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     81000 | PA      | $72859.50     | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | 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      | $549.03       | 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      | $-4647.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3365.23     | -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      | $-3920.23     | -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      | $-5971.03     | -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      | $1261.43      | 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      | $-586.06      | -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      | $-26.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2013-H08, Class CI                                                                   | CUSIP: 38375BM66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458747 | PA      | $15828.15     | 0.01%             | 2063-02-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2018-H02, Class EI                                                                   | CUSIP: 38375U6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2295836 | PA      | $99669.15     | 0.06%             | 2068-01-20      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-H16, Class IG                                                                   | CUSIP: 38375UF88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2129343 | PA      | $56478.69     | 0.03%             | 2067-07-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-H16, Class JI                                                                   | CUSIP: 38375UG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2894169 | PA      | $119514.70    | 0.07%             | 2067-08-20      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-H19, Class MI                                                                   | CUSIP: 38375UK25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    531648 | PA      | $19774.13     | 0.01%             | 2067-04-20      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2014-H21, Class BI                                                                   | CUSIP: 38375UPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1140437 | PA      | $25820.64     | 0.02%             | 2064-10-20      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-H02, Class BI                                                                   | CUSIP: 38375UYG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580381 | PA      | $23981.92     | 0.01%             | 2067-01-20      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-H09                                                                             | CUSIP: 38375UZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1568598 | PA      | $45991.29     | 0.03%             | 2067-04-20      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-42, Class IC                                                                    | CUSIP: 38376MSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322672 | PA      | $60120.80     | 0.04%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-H08, Class NI                                                                   | CUSIP: 38376R2Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1328010 | PA      | $41893.00     | 0.03%             | 2067-03-20      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-H12, Class QI                                                                   | CUSIP: 38376R2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898750 | PA      | $34000.61     | 0.02%             | 2067-05-20      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-H11, Class DI                                                                   | CUSIP: 38376R4R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    934964 | PA      | $47789.77     | 0.03%             | 2067-05-20      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-H23, Class NI                                                                   | CUSIP: 38376RA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1941174 | PA      | $95861.00     | 0.06%             | 2066-10-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2015-H10, Class BI                                                                   | CUSIP: 38376RAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641052 | PA      | $30471.77     | 0.02%             | 2065-04-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-H22, Class AI                                                                   | CUSIP: 38376RC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    653214 | PA      | $34820.86     | 0.02%             | 2066-10-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-H24, Class CI                                                                   | CUSIP: 38376RF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463677 | PA      | $11673.06     | 0.01%             | 2066-10-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2015-H20, Class AI                                                                   | CUSIP: 38376RFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    665059 | PA      | $22284.78     | 0.01%             | 2065-08-20      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2015-H20, Class CI                                                                   | CUSIP: 38376RFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    841065 | PA      | $43978.47     | 0.03%             | 2065-08-20      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2015-H23, Class BI                                                                   | CUSIP: 38376RHE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    650828 | PA      | $16681.38     | 0.01%             | 2065-09-20      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2015-H25, Class EI                                                                   | CUSIP: 38376RJK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349899 | PA      | $13777.62     | 0.01%             | 2065-10-20      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-H03, Class AI                                                                   | CUSIP: 38376RNL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    685075 | PA      | $29893.23     | 0.02%             | 2066-01-20      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-H03, Class DI                                                                   | CUSIP: 38376RNT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    510110 | PA      | $16156.21     | 0.01%             | 2065-12-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-H06, Class DI                                                                   | CUSIP: 38376RSF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    743153 | PA      | $30365.99     | 0.02%             | 2065-07-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-H09, Class BI                                                                   | CUSIP: 38376RTH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    868433 | PA      | $36868.46     | 0.02%             | 2066-04-20      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-H10, Class AI                                                                   | CUSIP: 38376RUG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1670453 | PA      | $50324.07     | 0.03%             | 2066-04-20      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-H06, Class BI                                                                   | CUSIP: 38376RV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    891188 | PA      | $30516.33     | 0.02%             | 2067-02-20      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-H18, Class QI                                                                   | CUSIP: 38376RYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    588021 | PA      | $31366.81     | 0.02%             | 2066-06-20      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2012-140, Class IC                                                                   | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    686030 | PA      | $111689.26    | 0.07%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2012-146                                                                             | CUSIP: 38378GNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175365 | PA      | $37408.43     | 0.02%             | 2042-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2012-128, Class IA                                                                   | CUSIP: 38378HK70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    687130 | PA      | $111378.97    | 0.07%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2012-113, Class ID                                                                   | CUSIP: 38378HVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317417 | PA      | $46680.17     | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2013-34, Class IH                                                                    | CUSIP: 38378JL67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361144 | PA      | $68470.97     | 0.04%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2014-76                                                                              | CUSIP: 38379B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268481 | PA      | $55697.93     | 0.03%             | 2044-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2014-60, Class SD                                                                    | CUSIP: 38379BNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1329612 | PA      | $167039.34    | 0.10%             | 2044-04-20      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2014-119, Class SA                                                                   | CUSIP: 38379EAL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    585690 | PA      | $59383.26     | 0.04%             | 2044-08-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2015-53, Class MI                                                                    | CUSIP: 38379LL46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    623568 | PA      | $123745.08    | 0.07%             | 2045-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2015-52, Class KI                                                                    | CUSIP: 38379LWF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245793 | PA      | $8463.31      | 0.01%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2015-79, Class GI                                                                    | CUSIP: 38379LX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143206 | PA      | $29348.43     | 0.02%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2015-64, Class YI                                                                    | CUSIP: 38379PE94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    450608 | PA      | $65552.31     | 0.04%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2016-42                                                                              | CUSIP: 38379V6K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635876 | PA      | $125015.19    | 0.08%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2017-26, Class MI                                                                    | CUSIP: 38380CH71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    841961 | PA      | $160322.50    | 0.10%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2018-H05, Class BI                                                                   | CUSIP: 38380LAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1526295 | PA      | $65409.39     | 0.04%             | 2068-02-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2018-H15, Class KI                                                                   | CUSIP: 38380LJK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1118311 | PA      | $40001.99     | 0.02%             | 2068-08-20      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2018-94, Class AI                                                                    | CUSIP: 38380XSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    746735 | PA      | $154347.38    | 0.09%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2018-127, Class IC                                                                   | CUSIP: 38380YYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1148853 | PA      | $227618.64    | 0.14%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2024-32                                                                              | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4806326 | PA      | $246466.47    | 0.15%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2019-89, Class PS                                                                    | CUSIP: 38381W6R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1836319 | PA      | $232739.10    | 0.14%             | 2049-07-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2019-83, Class SY                                                                    | CUSIP: 38381XBN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1475741 | PA      | $177322.77    | 0.11%             | 2049-07-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2019-96, Class SY                                                                    | CUSIP: 38381XK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1646014 | PA      | $202272.23    | 0.12%             | 2049-08-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2019-110, Class SQ                                                                   | CUSIP: 38381YWU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1596379 | PA      | $181597.82    | 0.11%             | 2049-09-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2019-152, Class ES                                                                   | CUSIP: 38382BH89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    994284 | PA      | $115897.88    | 0.07%             | 2049-12-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2020-13, Class AI                                                                    | CUSIP: 38382CCP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3511201 | PA      | $463439.51    | 0.28%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2020-63, Class PS                                                                    | CUSIP: 38382FGP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2144557 | PA      | $274072.87    | 0.16%             | 2050-04-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2020-63, Class AS                                                                    | CUSIP: 38382FGR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1706394 | PA      | $201122.64    | 0.12%             | 2043-08-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2020-63, Class SP                                                                    | CUSIP: 38382FGY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1677351 | PA      | $208037.27    | 0.13%             | 2050-05-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2020-96, Class KS                                                                    | CUSIP: 38382GU91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5100685 | PA      | $661007.96    | 0.40%             | 2050-07-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2020-97, Class QS                                                                    | CUSIP: 38382GXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1590677 | PA      | $218173.16    | 0.13%             | 2050-07-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2020-167, Class PI                                                                   | CUSIP: 38382LDU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2102221 | PA      | $438252.23    | 0.26%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2020-175, Class NI                                                                   | CUSIP: 38382LMH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2195869 | PA      | $355688.01    | 0.21%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2021-77, Class SM                                                                    | CUSIP: 38382QX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2476449 | PA      | $335788.71    | 0.20%             | 2051-05-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2021-59, Class SM                                                                    | CUSIP: 38382RPL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5012492 | PA      | $667379.67    | 0.40%             | 2051-04-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2021-59, Class SQ                                                                    | CUSIP: 38382RPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1648667 | PA      | $215675.35    | 0.13%             | 2051-04-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2021-59, Class IP                                                                    | CUSIP: 38382RRP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2778957 | PA      | $474186.24    | 0.29%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2021-98, Class SK                                                                    | CUSIP: 38382TD27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4127183 | PA      | $562812.38    | 0.34%             | 2051-06-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2021-122, Class GI                                                                   | CUSIP: 38382WBR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2720967 | PA      | $622673.97    | 0.37%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2021-116, Class ES                                                                   | CUSIP: 38382WSM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2524440 | PA      | $289709.78    | 0.17%             | 2047-11-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2021-156                                                                             | CUSIP: 38383AQC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3347713 | PA      | $635468.27    | 0.38%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2021-214, Class AI                                                                   | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2453188 | PA      | $493742.84    | 0.30%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2023-35, Class SH                                                                    | CUSIP: 38383VL97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4923601 | PA      | $420347.53    | 0.25%             | 2053-02-20      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2024-4, Class IG                                                                     | CUSIP: 38384HZW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1385352 | PA      | $267808.73    | 0.16%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                           | GNMA, Series 2024-186                                                                             | CUSIP: 38384XVG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3351312 | PA      | $507965.06    | 0.31%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $645.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust         | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class E                 | CUSIP: 46639YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647000 | PA      | $20387.29     | 0.01%             | 2046-04-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                          | Guatemala Government Bond                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $220025.00    | 0.13%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                       | Guidewire Software, Inc.                                                                          | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     93000 | PA      | $102486.00    | 0.06%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                    | Halozyme Therapeutics, Inc.                                                                       | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     65000 | PA      | $86417.50     | 0.05%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                 | HarborView Mortgage Loan Trust, Series 2005-2, Class 1A                                           | CUSIP: 41161PLQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239079 | PA      | $64956.19     | 0.04%             | 2035-05-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                            | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67716.25     | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                         | Hercules Capital, Inc.                                                                            | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33141.90     | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                   | Hess Midstream Operations LP                                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $265009.27    | 0.16%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                   | Hess Midstream Operations LP                                                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86385.16     | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                   | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66454.64     | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                            | Hilton Domestic Operating Co., Inc.                                                               | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189425.20    | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home RE Ltd.                                                   | Home RE Ltd., Series 2021-2, Class B1                                                             | CUSIP: 43730VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    150000 | PA      | $152485.50    | 0.09%             | 2034-01-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                        | Hyundai Capital America                                                                           | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427722.30    | 0.26%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                 | Illumina, Inc.                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117414.05    | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                    | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193820.25    | 0.12%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                          | Indonesia Government Bond                                                                         | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    410000 | PA      | $411626.68    | 0.25%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                    | Ionis Pharmaceuticals, Inc.                                                                       | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35227.50     | 0.02%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                      | IREN Ltd.                                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     16000 | PA      | $11888.00     | 0.01%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                    | Itron, Inc.                                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93207.50     | 0.06%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    110000 | PA      | $105982.99    | 0.06%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                     | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class C                               | CUSIP: 46591ABG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $173332.86    | 0.10%             | 2051-06-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                     | J.P. Morgan Mortgage Trust, Series 2024-9, Class A11                                              | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90602 | PA      | $90835.64     | 0.05%             | 2055-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15331.13     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61626.12     | 0.04%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust         | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2007-CB20, Class E                 | CUSIP: 46631QAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7578 | PA      | $10724.58     | 0.01%             | 2051-02-12      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust         | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-C6, Class E                   | CUSIP: 46634SAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163000 | PA      | $160588.72    | 0.10%             | 2045-05-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust         | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class D                 | CUSIP: 46639YAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $12224.04     | 0.01%             | 2046-04-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                     | JPMBB Commercial Mortgage Securities Trust, Series 2013-C14, Class D                              | CUSIP: 46640LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228000 | PA      | $178513.40    | 0.11%             | 2046-08-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                     | JPMBB Commercial Mortgage Securities Trust, Series 2013-C14, Class F                              | CUSIP: 46640LAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $127858.50    | 0.08%             | 2046-08-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                     | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class D                              | CUSIP: 46641JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232000 | PA      | $211088.75    | 0.13%             | 2047-02-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                     | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D                              | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92721.87     | 0.06%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                     | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                              | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174000 | PA      | $169292.64    | 0.10%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                     | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class C                              | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201000 | PA      | $193739.62    | 0.12%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                     | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39761 | PA      | $39688.99     | 0.02%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                           | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    820000 | PA      | $833114.55    | 0.50%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    997300 | PA      | $25986.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    285000 | PA      | $27599.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5556400 | PA      | $114465.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2376500 | PA      | $4656.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1529600 | PA      | $20128.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2078300 | PA      | $43485.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3079100 | PA      | $57308.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     26000 | PA      | $-555.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    152000 | PA      | $18443.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    289000 | PA      | $35066.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1584600 | PA      | $201298.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    516000 | PA      | $-53650.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    290000 | PA      | $35187.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2376500 | PA      | $516948.44    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    997300 | PA      | $109071.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |  42100000 | PA      | $196524.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    477100 | PA      | $10411.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     34000 | PA      | $2064.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     69000 | PA      | $1033.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    125000 | PA      | $4348.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    966000 | PA      | $29726.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    279000 | PA      | $130416.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     42000 | PA      | $1077.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     12000 | PA      | $465.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    191000 | PA      | $13372.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                          | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $454338.51    | 0.27%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    562000 | PA      | $56751.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     19000 | PA      | $1153.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5556400 | PA      | $21122.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    477100 | PA      | $16077.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    885900 | PA      | $39586.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3079100 | PA      | $45922.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1940600 | PA      | $337466.98    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    223000 | PA      | $-32400.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    215700 | PA      | $16626.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     90000 | PA      | $1641.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    138000 | PA      | $13326.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    184000 | PA      | $11090.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    133000 | PA      | $7710.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    191000 | PA      | $12841.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    215700 | PA      | $28331.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     64000 | PA      | $1684.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    885900 | PA      | $30787.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2078300 | PA      | $269259.01    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1940600 | PA      | $13654.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        | -63150000 | PA      | $-29053.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    148000 | PA      | $144.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    465000 | PA      | $-37746.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    120000 | PA      | $-53292.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1147100 | PA      | $28578.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                 | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $474692.85    | 0.29%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    145400 | PA      | $23129.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    203000 | PA      | $3470.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    203000 | PA      | $-1424.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    203000 | PA      | $-1336.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    203000 | PA      | $-3916.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    133000 | PA      | $-886.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    996400 | PA      | $7957.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    406000 | PA      | $-345.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    203000 | PA      | $-3171.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    167000 | PA      | $5339.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT Marel Corp.                                                | JBT Marel Corp.                                                                                   | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35292.00     | 0.02%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    158800 | PA      | $16225.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    158800 | PA      | $19194.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                   | Jones Deslauriers Insurance Management, Inc.                                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $199272.57    | 0.12%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    861400 | PA      | $70057.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    861400 | PA      | $53721.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |  14063600 | PA      | $162024.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        | -24247500 | PA      | $-165954.31   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    530000 | PA      | $-795.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                    | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    510000 | PA      | $502877.52    | 0.30%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                            | Kinder Morgan, Inc.                                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255859.85    | 0.15%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                            | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    455000 | PA      | $459354.20    | 0.28%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                        | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117499.28    | 0.07%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                        | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87437.74     | 0.05%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                        | Bath & Body Works, Inc.                                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486099.90    | 0.29%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                | Lehman XS Trust, Series 2006-17, Class 1A4A                                                       | CUSIP: 52523KBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1137424 | PA      | $1075484.32   | 0.65%             | 2046-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One Corp.                  | Liberty Media Corp.-Liberty Formula One Corp.                                                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $115342.50    | 0.07%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                | Live Nation Entertainment, Inc.                                                                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     33000 | PA      | $48031.50     | 0.03%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                | Live Nation Entertainment, Inc.                                                                   | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77922.00     | 0.05%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                                          | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $394936.20    | 0.24%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                        | Lumentum Holdings, Inc.                                                                           | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     62000 | PA      | $132835.00    | 0.08%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                      | MKS, Inc.                                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     65000 | PA      | $83070.00     | 0.05%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.               | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $261826.22    | 0.16%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                          | Matador Resources Co.                                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    333000 | PA      | $341583.41    | 0.21%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                   | Mattel, Inc.                                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258677.38    | 0.16%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                    | McGraw-Hill Education, Inc.                                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117681.29    | 0.07%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                      | MFA Trust, Series 2025-NQM3, Class A1                                                             | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96541 | PA      | $96853.84     | 0.06%             | 2070-08-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                    | McGraw-Hill Education, Inc.                                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    153000 | PA      | $161540.77    | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                               | CSC Holdings LLC, First Lien, Term Loan, B5                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |         0 | PA      | $0.13         | 0.00%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems, Inc.                                    | Merit Medical Systems, Inc.                                                                       | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $44751.50     | 0.03%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                           | Meritage Homes Corp.                                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64252.23     | 0.04%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                     | Microchip Technology, Inc.                                                                        | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47164.80     | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                                      | Mirion Technologies, Inc.                                                                         | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     59000 | PA      | $64015.00     | 0.04%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC      | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $210292.18    | 0.13%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust             | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C                      | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $509510.09    | 0.31%             | 2048-04-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                 | Morgan Stanley                                                                                    | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    610000 | PA      | $622769.36    | 0.37%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Re-REMIC Trust                                  | Morgan Stanley Re-REMIC Trust, Series 2010-R4, Class 4B                                           | CUSIP: 61759FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144572 | PA      | $140145.53    | 0.08%             | 2037-02-26      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust             | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class D                       | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $181391.55    | 0.11%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust             | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class D                      | CUSIP: 61762MBC4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $294691.57    | 0.18%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust             | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class F                      | CUSIP: 61762MBG5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $119369.35    | 0.07%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust             | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B                      | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    298595 | PA      | $285181.89    | 0.17%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust             | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C12, Class D                      | CUSIP: 61762XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $176724.36    | 0.11%             | 2046-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust             | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class C                      | CUSIP: 61765TAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106881 | PA      | $106625.78    | 0.06%             | 2048-10-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                 | Morgan Stanley Capital I Trust, Series 2016-UB11, Class C                                         | CUSIP: 61767FBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286000 | PA      | $281124.53    | 0.17%             | 2049-08-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                 | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199000 | PA      | $185976.31    | 0.11%             | 2051-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                               | MortgageIT Trust, Series 2005-3, Class M2                                                         | CUSIP: 61915RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19702 | PA      | $19301.99     | 0.01%             | 2035-08-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                       | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215232.17    | 0.13%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2019-01, Class M10                  | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    440446 | PA      | $448326.18    | 0.27%             | 2049-10-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| FNMA                                                           | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                  | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    598592 | PA      | $611835.62    | 0.37%             | 2050-03-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                 | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     41000 | PA      | $45843.13     | 0.03%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                 | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $190009.29    | 0.11%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                               | NRG Energy, Inc.                                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411182.00    | 0.25%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                               | NRG Energy, Inc.                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182478.30    | 0.11%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                       | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251000 | PA      | $210278.29    | 0.13%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                         | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    198438 | PA      | $192205.57    | 0.12%             | 2028-03-13      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                   | New York Life Global Funding                                                                      | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209801.88    | 0.13%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                            | Newell Brands, Inc.                                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15544.50     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                            | Newell Brands, Inc.                                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52805.07     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                          | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $87045.00     | 0.05%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                    | Nigeria Government Bond                                                                           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $215042.64    | 0.13%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EverCommerce Solutions, Inc.                                   | EverCommerce Solutions, Inc., First Lien, CME Term Loan                                           | CUSIP: 29977YAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269297 | PA      | $270391.57    | 0.16%             | 2031-07-07      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                | Madison IAQ LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    196410 | PA      | $197580.84    | 0.12%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 22 Ltd.                                     | Northwoods Capital 22 Ltd., Series 2020-22A, Class DRR                                            | CUSIP: 66858HBG0<br>LEI: 254900SOJIZYDV6U1V46 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $406901.56    | 0.24%             | 2031-09-16      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                      | Nova Ltd.                                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     34000 | PA      | $42364.00     | 0.03%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                         | Novartis Capital Corp.                                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354735.17    | 0.21%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                  | Novelis Corp.                                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    198000 | PA      | $205690.52    | 0.12%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                  | Nutanix, Inc.                                                                                     | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63822.00     | 0.04%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OSI Systems, Inc.                                              | OSI Systems, Inc.                                                                                 | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48299.30     | 0.03%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                         | ON Semiconductor Corp.                                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52167.50     | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                              | Altar Bidco, Inc., First Lien, CME Term Loan                                                      | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224066 | PA      | $222086.82    | 0.13%             | 2029-02-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                              | OneSky Flight LLC                                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214171.03    | 0.13%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                   | Oracle Corp.                                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97856.06     | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.      | Outfront Media Capital LLC / Outfront Media Capital Corp.                                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $80489.70     | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                     | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212827 | PA      | $213021.14    | 0.13%             | 2029-01-29      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                     | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                                                | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244196 | PA      | $245047.63    | 0.15%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                     | PG&E Corp.                                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471920.74    | 0.28%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                     | PG&E Corp.                                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78287.60     | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                      | PPL Capital Funding, Inc.                                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     92000 | PA      | $101085.00    | 0.06%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                   | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209453.34    | 0.13%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Albaugh LLC                                                    | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268605 | PA      | $264127.01    | 0.16%             | 2029-04-06      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                             | Panama Government Bond                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    390000 | PA      | $433329.00    | 0.26%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                      | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                                | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    558952 | PA      | $53.66        | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                  | Parsons Corp.                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42250.50     | 0.03%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                       | Patrick Industries, Inc.                                                                          | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     38000 | PA      | $64676.00     | 0.04%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                            | Petroleos Mexicanos                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    210000 | PA      | $209570.60    | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                          | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    380000 | PA      | $392420.81    | 0.24%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                  | Pharmacia LLC                                                                                     | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $461547.94    | 0.28%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                              | Philip Morris International, Inc.                                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423962.50    | 0.25%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                    | Philippines Government Bond                                                                       | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    350000 | PA      | $371054.38    | 0.22%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                            | Post Holdings, Inc.                                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     72000 | PA      | $77652.00     | 0.05%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                        | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    269306 | PA      | $269884.92    | 0.16%             | 2029-11-09      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp.                                        | Progress Software Corp.                                                                           | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56798.00     | 0.03%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                 | Protective Life Global Funding                                                                    | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274904.78    | 0.17%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                       | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $204066.91    | 0.12%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Putnam Short Term Investment Fund                              | Putnam Short Term Investment Fund, Class P                                                        | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |   8332402 | NS      | $8332401.66   | 5.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Putnam Government Money Market Fund                            | Putnam Government Money Market Fund, Class P                                                      | CUSIP: 74680A869<br>LEI: 549300SEUI2XMME8T893 | Long             | STIV             | RF                | US        |   4234539 | NS      | $4234539.30   | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                                        | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61421.76     | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                        | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36323.05     | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                    | QXO Building Products, Inc.                                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250852.48    | 0.15%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                        | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78115.13     | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                        | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177646.80    | 0.11%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                    | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $212742.93    | 0.13%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                    | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78267.53     | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                        | Raizen Fuels Finance SA                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $269200.00    | 0.16%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                     | RALI Trust, Series 2006-QO5, Class 1A1                                                            | CUSIP: 75114HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180328 | PA      | $163782.15    | 0.10%             | 2046-05-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                 | Repligen Corp.                                                                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |     79000 | PA      | $86702.50     | 0.05%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                       | RB Global Holdings, Inc.                                                                          | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    276000 | PA      | $288893.34    | 0.17%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.  | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71483.93     | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                        | Rivian Automotive, Inc.                                                                           | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $69265.63     | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                 | TGNR Intermediate Holdings LLC                                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    217000 | PA      | $215661.46    | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                              | Rocket Cos., Inc.                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $213993.15    | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                        | Romania Government Bond                                                                           | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    680000 | PA      | $669900.20    | 0.40%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                           | Royal Bank of Canada                                                                              | CUSIP: 78014XPU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |    850000 | PA      | $850186.83    | 0.51%             | 2026-03-23      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                   | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    127000 | PA      | $131459.44    | 0.08%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                   | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    248000 | PA      | $254905.72    | 0.15%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                   | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     80000 | PA      | $81811.52     | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                             | Royalty Pharma plc                                                                                | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $259333.93    | 0.16%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                                   | Rubrik, Inc.                                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59070.00     | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                        | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A4                                 | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    458000 | PA      | $453568.90    | 0.27%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                            | Bausch + Lomb Corp., First Lien, New CME Term Loan                                                | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    123789 | PA      | $124098.94    | 0.07%             | 2028-09-29      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                             | CPM Holdings, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165731 | PA      | $165177.80    | 0.10%             | 2028-09-28      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                        | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1                               | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $556190.70    | 0.33%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                            | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     32924 | PA      | $32967.33     | 0.02%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                | TransDigm, Inc., First Lien, CME Term Loan, J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    117904 | PA      | $118480.46    | 0.07%             | 2031-02-28      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                      | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    150000 | PA      | $154817.40    | 0.09%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                      | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    186000 | PA      | $211264.62    | 0.13%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                             | Seagate HDD Cayman                                                                                | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $50452.50     | 0.03%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                          | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400687 | PA      | $402574.50    | 0.24%             | 2029-08-02      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                    | Caesars Entertainment, Inc., First Lien, CME Term Loan, B1                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    216700 | PA      | $215074.75    | 0.13%             | 2031-02-06      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                      | UKG, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    207375 | PA      | $207832.26    | 0.12%             | 2031-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                             | WestJet Loyalty LP, First Lien, Initial CME Term Loan                                             | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    167025 | PA      | $167990.40    | 0.10%             | 2031-02-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                           | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                  | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    170000 | PA      | $170668.10    | 0.10%             | 2028-08-23      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                          | Shift4 Payments, Inc.                                                                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $69372.00     | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                        | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    200900 | PA      | $201852.25    | 0.12%             | 2029-03-19      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261280.00    | 0.16%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                      | South Bow USA Infrastructure Holdings LLC                                                         | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213097.01    | 0.13%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                        | Genesee & Wyoming, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    133312 | PA      | $133457.14    | 0.08%             | 2031-04-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                  | Smyrna Ready Mix Concrete LLC                                                                     | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    440000 | PA      | $470961.84    | 0.28%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                | Snowflake, Inc.                                                                                   | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $148700.00    | 0.09%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                              | Solstice Advanced Materials, Inc.                                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272541.80    | 0.16%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                       | South Africa Government Bond                                                                      | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $311026.50    | 0.19%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                               | Proofpoint, Inc., First Lien, CME Term Loan                                                       | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    234600 | PA      | $236196.55    | 0.14%             | 2028-08-31      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                             | Nouryon Finance BV, First Lien, Term Loan, B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    200000 | PA      | $236949.70    | 0.14%             | 2028-04-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                             | Southern Co. (The)                                                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269946.53    | 0.16%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                  | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    464113 | PA      | $466528.72    | 0.28%             | 2029-10-19      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                   | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan                   | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201925 | PA      | $198644.73    | 0.12%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                              | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196991 | PA      | $184323.13    | 0.11%             | 2028-03-02      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                             | Southern Power Co., Series A                                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79825.44     | 0.05%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                         | Chart Industries, Inc., First Lien, Amendment No. 7 CME Term Loan                                 | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    370755 | PA      | $372981.26    | 0.22%             | 2030-03-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                              | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    193488 | PA      | $194109.94    | 0.12%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                          | Spectrum Brands, Inc.                                                                             | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30344.00     | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                       | Spirit AeroSystems, Inc.                                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230432.38    | 0.14%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                              | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133931.98    | 0.08%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                              | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132873.25    | 0.08%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                          | Ahead DB Holdings LLC, First Lien, CME Term Loan, B3                                              | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     92994 | PA      | $93010.30     | 0.06%             | 2031-02-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                              | Kenan Advantage Group, Inc. (The), First Lien, U.S. CME Term Loan, B4                             | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    269316 | PA      | $267431.24    | 0.16%             | 2029-01-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                            | Station Casinos LLC                                                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    285000 | PA      | $270431.00    | 0.16%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                       | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124550.04    | 0.07%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                 | Structured Asset Mortgage Investments II Trust, Series 2006-AR7, Class A1BG                       | CUSIP: 86361HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116445 | PA      | $104702.44    | 0.06%             | 2036-08-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                      | Sunoco LP                                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188569.19    | 0.11%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                             | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    825000 | PA      | $804285.26    | 0.48%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                             | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220875.44    | 0.13%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                    | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                           | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173681 | PA      | $172551.98    | 0.10%             | 2031-04-23      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                          | Targa Resources Corp.                                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210612.62    | 0.13%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                              | Taylor Morrison Communities, Inc.                                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    477000 | PA      | $480293.21    | 0.29%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                    | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    200000 | PA      | $197125.00    | 0.12%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                         | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    455000 | PA      | $473677.30    | 0.28%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                         | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82417.52     | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                    | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128338.25    | 0.08%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                                 | Terawulf, Inc.                                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43375.00     | 0.03%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                 | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    449000 | PA      | $517557.85    | 0.31%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3649000 | PA      | $92275.91     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    489000 | PA      | $7815.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    813000 | PA      | $-112696.55   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 170842000 | PA      | $-247341.28   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10497000 | PA      | $-13956.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  46623000 | PA      | $-170408.77   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3210000 | PA      | $-92234.14    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     70000 | PA      | $-3881.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6323000 | PA      | $150677.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    688000 | PA      | $36183.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7377200 | PA      | $-216970.52   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4174800 | PA      | $13475.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1991000 | PA      | $15538.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  17022000 | PA      | $8159.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    129000 | PA      | $-1335.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   8893000 | PA      | $-20061.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2540000 | PA      | $61455.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7503000 | PA      | $22180.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    446000 | PA      | $-719.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1835000 | PA      | $-1666.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2374000 | PA      | $3169.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1243000 | PA      | $1375.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1587000 | PA      | $421.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10741000 | PA      | $-6362.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  23811000 | PA      | $-2456.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1772000 | PA      | $-7325.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2594000 | PA      | $-7425.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6376000 | PA      | $-28112.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9945000 | PA      | $11195.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3719000 | PA      | $640.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    613000 | PA      | $2795.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 130185000 | PA      | $13229.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                  | CQP Holdco LP, First Lien, Initial CME Term Loan                                                  | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    686130 | PA      | $689317.40    | 0.41%             | 2030-12-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor, Inc.                                        | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201425 | PA      | $202638.89    | 0.12%             | 2031-02-21      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                        | CRC Insurance Group LLC, First Lien, CME Term Loan, B                                             | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270000 | PA      | $270788.40    | 0.16%             | 2031-05-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                           | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    107800 | PA      | $107844.74    | 0.06%             | 2030-12-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                   | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    217255 | PA      | $201207.92    | 0.12%             | 2029-03-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                | CommScope, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    185000 | PA      | $185588.30    | 0.11%             | 2029-12-18      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                    | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $216503.67    | 0.13%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                    | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $146816.27    | 0.09%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                    | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115DTB2<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    850000 | PA      | $850195.93    | 0.51%             | 2026-04-02      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust, Series 2019-2, Class A2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $198707.21    | 0.12%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                              | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     59833 | PA      | $60216.27     | 0.04%             | 2032-01-28      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                           | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178616 | PA      | $179828.31    | 0.11%             | 2032-01-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                | TransDigm, Inc.                                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198935.07    | 0.12%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                | TransDigm, Inc.                                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67708.49     | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                | TransDigm, Inc.                                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25955.03     | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                | TransDigm, Inc.                                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67750.75     | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                      | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | FR        |     80155 | PA      | $80906.19     | 0.05%             | 2028-03-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                  | Transocean International Ltd.                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    225000 | PA      | $235212.30    | 0.14%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                  | Smyrna Ready Mix Concrete LLC, First Lien, 2025 CME Term Loan                                     | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30199 | PA      | $30425.12     | 0.02%             | 2029-03-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    241062 | PA      | $242082.67    | 0.15%             | 2030-03-18      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                      | Turkiye Government Bond                                                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    570000 | PA      | $653075.48    | 0.39%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                       | Tyler Technologies, Inc.                                                                          | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60810.00     | 0.04%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                   | UBS Group AG                                                                                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $206911.32    | 0.12%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                         | TK Elevator Midco GmbH, First Lien, CME Term Loan, B1                                             | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    130884 | PA      | $131846.48    | 0.08%             | 2030-04-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                  | UBS Commercial Mortgage Trust, Series 2017-C3, Class C                                            | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247000 | PA      | $232183.78    | 0.14%             | 2050-08-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                        | Uber Technologies, Inc., Series 2028                                                              | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     89000 | PA      | $115655.50    | 0.07%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                     | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345356 | PA      | $346607.96    | 0.21%             | 2028-04-20      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                             | Under Armour, Inc.                                                                                | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105364.42    | 0.06%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                          | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    196071 | PA      | $196140.53    | 0.12%             | 2032-04-01      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                          | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw CME Term Loan, B | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       103 | PA      | $102.87       | 0.00%             | 2032-04-01      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                          | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139491.46    | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                          | Mexico Government Bond                                                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $433500.00    | 0.26%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                             | United Rentals North America, Inc.                                                                | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85361.61     | 0.05%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                       | U.S. Treasury Bills                                                                               | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    359000 | PA      | $358366.49    | 0.22%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                       | U.S. Treasury Note                                                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    151000 | PA      | $151000.00    | 0.09%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                     | AAdvantage Loyalty IP Ltd., First Lien, 2025 Incremental CME Term Loan                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19900 | PA      | $20024.47     | 0.01%             | 2032-05-28      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                             | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32431.68     | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                             | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32864.65     | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                             | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46113.75     | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                             | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71733.22     | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                       | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447752.66    | 0.27%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                          | Veritiv Operating Co.                                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48440.84     | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| First Eagle Holdings, Inc.                                     | First Eagle Holdings, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 32009UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239167 | PA      | $239151.12    | 0.14%             | 2032-08-16      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                             | VICI Properties LP                                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430213.86    | 0.26%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                            | Bausch + Lomb Corp., First Lien, Third Amendment CME Term Loan                                    | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    320032 | PA      | $323792.03    | 0.19%             | 2031-01-15      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                            | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    185000 | PA      | $198208.08    | 0.12%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                      | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24507.60     | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                | Virginia Electric and Power Co., Series A                                                         | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    455000 | PA      | $436888.58    | 0.26%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                      | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266743.72    | 0.16%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                      | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221316.95    | 0.13%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                        | Volkswagen Group of America Finance LLC                                                           | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219495.60    | 0.13%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                  | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1C3                       | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58658 | PA      | $56836.47     | 0.03%             | 2045-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                                         | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    235831 | PA      | $135605.00    | 0.08%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C                                         | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $167088.00    | 0.10%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                         | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $121227.25    | 0.07%             | 2057-10-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Froneri US, Inc.                                               | Froneri US, Inc., First Lien, CME Term Loan, B6                                                   | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    270000 | PA      | $270376.65    | 0.16%             | 2032-09-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                         | Boots Group Bidco Ltd. (The), First Lien, Closing Date Dollar CME Term Loan                       | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     93836 | PA      | $94461.62     | 0.06%             | 2032-08-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                               | Southern Veterinary Partners LLC, First Lien, 2025 New CME Term Loan                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    269325 | PA      | $269302.11    | 0.16%             | 2031-12-04      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                            | Medline Borrower LP, First Lien, 2028 Refinancing CME Term Loan                                   | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     33163 | PA      | $33299.04     | 0.02%             | 2028-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                         | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan, B                      | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    195816 | PA      | $197100.37    | 0.12%             | 2028-10-23      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                              | Alliant Holdings Intermediate LLC, First Lien, Initial CME Term Loan                              | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    196517 | PA      | $197182.70    | 0.12%             | 2031-09-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                     | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |     91627 | PA      | $92313.85     | 0.06%             | 2029-10-22      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                            | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    395000 | PA      | $407567.17    | 0.25%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                  | Wayfair, Inc.                                                                                     | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     71000 | PA      | $118305.64    | 0.07%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                    | Wayfair LLC                                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180118.75    | 0.11%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                      | Deep Blue Operating I LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53699 | PA      | $53956.48     | 0.03%             | 2032-10-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                             | Pinnacle Buyer LLC, First Lien, Initial CME Term Loan, B                                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     78903 | PA      | $79297.92     | 0.05%             | 2032-10-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                           | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                               | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133531 | PA      | $134845.78    | 0.08%             | 2032-09-30      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                            | Peer Holding III BV, First Lien, CME Term Loan, B8                                                | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    123449 | PA      | $123834.48    | 0.07%             | 2032-09-29      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                            | Clean Harbors, Inc., First Lien, Initial CME Term Loan                                            | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    269620 | PA      | $272371.73    | 0.16%             | 2032-10-11      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                      | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $202331.93    | 0.12%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                          | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                                  | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    188000 | PA      | $128310.00    | 0.08%             | 2046-07-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                          | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class D                                  | CUSIP: 94988XAC0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    247073 | PA      | $29898.90     | 0.02%             | 2050-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                          | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class D                                   | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121000 | PA      | $107206.00    | 0.06%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                          | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class D                                  | CUSIP: 95000CBJ1<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $166963.83    | 0.10%             | 2059-01-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                              | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424900.57    | 0.26%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                          | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                                  | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3172916 | PA      | $139621.30    | 0.08%             | 2052-08-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                          | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                                  | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6089322 | PA      | $194019.20    | 0.12%             | 2057-07-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                               | Welltower OP LLC                                                                                  | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     51000 | PA      | $100011.00    | 0.06%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                               | Welltower OP LLC                                                                                  | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $75625.00     | 0.05%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                       | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47011.91     | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ping Identity Holding Corp.                                    | Ping Identity Holding Corp., First Lien, Initial CME Term Loan                                    | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63981 | PA      | $64220.99     | 0.04%             | 2032-11-15      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                               | Lummus Technology Holdings V LLC, First Lien, Add-on CME Term Loan, B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    237676 | PA      | $238164.37    | 0.14%             | 2029-12-31      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| URSA Minor US Bidco LLC                                        | URSA Minor US Bidco LLC, First Lien, Second Amendment Refinancing CME Term Loan                   | CUSIP: 91728NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89102 | PA      | $89512.45     | 0.05%             | 2031-03-26      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                              | IRB Holding Corp., First Lien, 2025 Replacement CME Term Loan, B                                  | CUSIP: 44988LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263868 | PA      | $264780.96    | 0.16%             | 2030-12-16      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                                          | DXP Enterprises, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64838 | PA      | $65485.88     | 0.04%             | 2030-10-11      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| PAREXEL International, Inc.                                    | PAREXEL International, Inc., First Lien, Seventh Amendment CME Term Loan                          | CUSIP: 71911KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-12-12      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bradyplus Holdings LLC                                         | Bradyplus Holdings LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 10480UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260000 | PA      | $257670.40    | 0.15%             | 2032-12-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                               | WisdomTree, Inc.                                                                                  | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33940.50     | 0.02%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                  | Workiva, Inc.                                                                                     | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38580.75     | 0.02%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                               | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134031.10    | 0.08%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $411427.13    | 0.25%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                         | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186000.30    | 0.11%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                             | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212744.40    | 0.13%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                              | Australian Dollar                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     62576 | OU      | $41759.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Iraq                                               | Iraq Government Bond                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    434375 | PA      | $433063.80    | 0.26%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                     | Southern Gas Corridor CJSC                                                                        | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |    360000 | PA      | $363117.08    | 0.22%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara      | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                         | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $205138.20    | 0.12%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                             | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    480000 | PA      | $492312.00    | 0.30%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                   | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    450000 | PA      | $460254.55    | 0.28%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                         | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    420000 | PA      | $449440.46    | 0.27%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                         | Costa Rica Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    620000 | PA      | $654875.00    | 0.39%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                       | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $390193.50    | 0.23%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                             | Braskem Idesa SAPI                                                                                | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |    230000 | PA      | $134550.00    | 0.08%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                      | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    500000 | PA      | $592436.09    | 0.36%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                              | Gabon Government Bond                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    370000 | PA      | $287956.46    | 0.17%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                            | Armenia Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |    430000 | PA      | $392188.70    | 0.24%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                     | Vmed O2 UK Financing I plc                                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    275000 | PA      | $309513.27    | 0.19%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                       | South Africa Government Bond                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    250000 | PA      | $258043.13    | 0.16%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                            | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $208922.03    | 0.13%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                               | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    430000 | PA      | $397879.00    | 0.24%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                            | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    157000 | PA      | $177364.74    | 0.11%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hungary                                                        | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    530000 | PA      | $541363.19    | 0.33%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                         | Verisure Midholding AB                                                                            | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |    595000 | PA      | $702872.46    | 0.42%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                             | Istanbul Metropolitan Municipality                                                                | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $329764.82    | 0.20%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Constellium SE                                                 | Constellium SE                                                                                    | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $348099.06    | 0.21%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                        | Cameroon Government Bond                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    220000 | PA      | $219130.17    | 0.13%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                            | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    460000 | PA      | $503649.08    | 0.30%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                           | Colombia Government Bond                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    190000 | PA      | $219257.65    | 0.13%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                         | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    740000 | PA      | $701541.48    | 0.42%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                    | Jordan Government Bond                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $210606.91    | 0.13%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                      | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    370000 | PA      | $396772.71    | 0.24%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                 | Air France-KLM                                                                                    | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $261148.72    | 0.16%             | 2028-05-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                              | Transnet SOC Ltd.                                                                                 | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    300000 | PA      | $317194.16    | 0.19%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                               | IHS Holding Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $209435.67    | 0.13%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                          | Guatemala Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    700000 | PA      | $754250.00    | 0.45%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                      | Uzbekistan Government Bond                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    330000 | PA      | $355846.70    | 0.21%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Romania                                                        | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    460000 | PA      | $535754.54    | 0.32%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                           | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    280000 | PA      | $339168.83    | 0.20%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                         | Montenegro Government Bond                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    320000 | PA      | $380780.70    | 0.23%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                   | Carnival plc                                                                                      | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |    135000 | PA      | $160901.45    | 0.10%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                | Canadian Dollar                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     34007 | OU      | $24776.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                    | Swiss Franc                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CH        |    -16311 | OU      | $-20592.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                           | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | XX        |    -12329 | OU      | $-14489.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        80 | NC      | $-35018.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                | Norwegian Krone                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |    590876 | OU      | $58618.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                             | New Zealand Dollar                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |     30105 | OU      | $17333.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beach Acquisition Bidco LLC                                    | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    105000 | PA      | $125924.71    | 0.08%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | Euro-Bobl                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -24 | NC      | $16108.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                             | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    284000 | PA      | $287422.20    | 0.17%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Zloty                                                          | Zloty                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | PL        |        -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                  | Swedish Krona                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |    539874 | OU      | $58640.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -8 | NC      | $715.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | U.S. Treasury 10 Year Ultra Bonds                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        64 | NC      | $-60008.64    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                                           | CUSIP: 05571CBS9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |    750000 | PA      | $745567.05    | 0.45%             | 2026-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank SA               | Credit Agricole Corporate and Investment Bank SA                                                  | CUSIP: 22533UB51<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | STIV             | CORP              | FR        |    750000 | PA      | $747233.85    | 0.45%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                       | NRW Bank                                                                                          | CUSIP: 62939MA64<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |    750000 | PA      | $749553.00    | 0.45%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust NY                                       | Sumitomo Mitsui Trust NY                                                                          | CUSIP: 86563HCA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | JP        |   1000000 | PA      | $992852.00    | 0.60%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                       | NRW Bank                                                                                          | CUSIP: 62939MB97<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |    850000 | PA      | $846452.02    | 0.51%             | 2026-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank                  | Credit Agricole Corporate and Investment Bank SA                                                  | CUSIP: 22533UC92<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | FR        |    850000 | PA      | $844075.76    | 0.51%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                             | Banco Santander SA                                                                                | CUSIP: 05970UB98<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |    550000 | PA      | $547710.35    | 0.33%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rand                                                           | Rand                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Putnam Master Intermediate Income Trust

**Signature:** Chris Beararducci

**Name of Signer:** Chris Beararducci

**Title:** Principal Financial Officer