# EDGAR Filing Document

**Accession Number:** 0000827773
**File Stem:** 0002071691-26-007545
**Filing Date:** 2026-3
**Character Count:** 385009
**Document Hash:** 4f44cc4bcbbcc545399162e228eebcfd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007545.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007545

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM PREMIER INCOME TRUST
- **CENTRAL INDEX KEY:** 0000827773

**ORGANIZATION NAME:**
- **EIN:** 042995046
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1117

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05452
- **FILM NUMBER:** 26805946

**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 Premier Income Trust

- **b. Investment Company Act file number:** 811-05452

- **c. CIK number of Registrant:** 0000827773

- **d. LEI of Registrant:** G5048SOHSFOQHNEL1E85

- **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 Premier Income Trust

- **c. LEI of Series:** G5048SOHSFOQHNEL1E85

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $573624715.44

**Total Liabilities:** $213069993.76

**Net Assets:** $360554721.68

**Delayed Delivery Securities:** $157348525.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -389.37000000 | **1-Year:** -5835.91000000 | **5-Year:** -11407.82000000 | **10-Year:** -5130.32000000 | **30-Year:** -7550.68000000

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

- **3-Month:** -118.65000000 | **1-Year:** 31403.87000000 | **5-Year:** -136822.13000000 | **10-Year:** 37091.35000000 | **30-Year:** -15037.11000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.95%                | 0.16%                | 0.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $151263.67               | $971140.92                                 |
| Month 2  | $160626.79               | $-894929.53                                |
| Month 3  | $694621.09               | $657920.07                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Garda World Security Corp.                                                      | Garda World Security Corp., First Lien, Fifteenth Additional CME Term Loan                        | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    479452 | PA      | $479452.19    | 0.13%             | 2029-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Mexican Peso                                                                    | Mexican Peso                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |         1 | OU      | $0.06         | 0.00%             |  |  |  | No            |                  1 | 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        |  12360576 | PA      | $508269.36    | 0.14%             | 2057-09-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H19, Class MI                                                                   | CUSIP: 38375UK25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1197949 | PA      | $43089.04     | 0.01%             | 2067-04-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                               | IRB Holding Corp., First Lien, 2025 Replacement CME Term Loan, B                                  | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    582465 | PA      | $583192.83    | 0.16%             | 2030-12-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-5C31, Class XA                                                  | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4846899 | PA      | $175716.55    | 0.05%             | 2057-12-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                                    | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |    650000 | PA      | $767239.20    | 0.21%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-59, Class IP                                                                    | CUSIP: 38382RRP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6162035 | PA      | $1051285.66   | 0.29%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR13, Class D                                                    | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233000 | PA      | $671972.67    | 0.19%             | 2046-11-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                     | Dick's Sporting Goods, Inc.                                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    875000 | PA      | $863018.38    | 0.24%             | 2029-10-01      | Fixed         | 4.00%                 | 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        |    500000 | PA      | $400250.00    | 0.11%             | 2046-08-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                     | Itron, Inc.                                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $216195.00    | 0.06%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2018-DNA3, Class B2                                                     | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |    389000 | PA      | $444265.62    | 0.12%             | 2048-09-25      | Floating      | 11.56%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   4626600 | PA      | $630018.94    | 0.17%             |  |  |  | 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      | $-60342.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                                   | Workiva, Inc.                                                                                     | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82428.75     | 0.02%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4843000 | PA      | $17898.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4317900 | PA      | $31177.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    225000 | PA      | $273727.89    | 0.08%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2170500 | PA      | $13786.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-96, Class KS                                                                    | CUSIP: 38382GU91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11007830 | PA      | $1401832.81   | 0.39%             | 2050-07-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                   | Alnylam Pharmaceuticals, Inc.                                                                     | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    109000 | PA      | $102034.54    | 0.03%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     33000 | PA      | $1750.20      | 0.00%             |  |  |  | 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        |    410000 | PA      | $412572.11    | 0.11%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    430000 | PA      | $463344.53    | 0.13%             | 2033-09-26      | Fixed         | 6.50%                 | 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        |    471000 | PA      | $412835.97    | 0.11%             | 2058-09-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                           | Matador Resources Co.                                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    731000 | PA      | $747357.59    | 0.21%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                          | BWX Technologies, Inc.                                                                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74412.00     | 0.02%             | 2030-11-01      | None          | 0.00%                 | 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        |    299000 | PA      | $380592.67    | 0.11%             | 2033-10-25      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142724.12    | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | 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        |    435000 | PA      | $426571.88    | 0.12%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617K4VB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32075 | PA      | $32778.41     | 0.01%             | 2049-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 280329000 | PA      | $-768640.53   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2018-20, Class SB                                                                    | CUSIP: 3136B07G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2321198 | PA      | $221422.76    | 0.06%             | 2048-03-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                                 | Norwegian Krone                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NO        |    -13643 | OU      | $-1416.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-HQA2, Class B2                                               | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $757231.00    | 0.21%             | 2050-03-25      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154679.57    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    339000 | PA      | $356613.76    | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                        | Dresdner Funding Trust I                                                                          | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220622.90    | 0.06%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                             | AeroVironment, Inc.                                                                               | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     72000 | PA      | $84852.00     | 0.02%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    950000 | PA      | $879082.50    | 0.24%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                            | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    397421 | PA      | $397089.61    | 0.11%             | 2032-01-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -21000000 | PA      | $-20999136.48 | -5.82%            | 2056-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-2, Class M                                 | CUSIP: 35563PKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    641782 | PA      | $629171.88    | 0.17%             | 2058-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-42, Class IC                                                                    | CUSIP: 38376MSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    723287 | PA      | $134782.53    | 0.04%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                              | Bank of America NA                                                                                | CUSIP: 06051WUD4<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |   1750000 | PA      | $1750656.08   | 0.49%             | 2026-03-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                     | Avnet, Inc.                                                                                       | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     73000 | PA      | $79278.00     | 0.02%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H16, Class JI                                                                   | CUSIP: 38375UG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6223738 | PA      | $257009.24    | 0.07%             | 2067-08-20      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                       | MFA Trust, Series 2024-NPL1, Class A1                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597025 | PA      | $598385.30    | 0.17%             | 2054-09-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $266580.00    | 0.07%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                          | Neptune Bidco US, Inc.                                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56073.39     | 0.02%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    420000 | PA      | $427504.52    | 0.12%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    895000 | PA      | $926177.75    | 0.26%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137651.13    | 0.04%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                   | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    527303 | PA      | $576837.73    | 0.16%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-77, Class SM                                                                    | CUSIP: 38382QX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5348040 | PA      | $716008.38    | 0.20%             | 2051-05-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-59, Class SM                                                                    | CUSIP: 38382RPL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10719453 | PA      | $1382650.78   | 0.38%             | 2051-04-20      | Floating      | 2.51%                 | 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        |    847172 | PA      | $831041.68    | 0.23%             | 2035-11-20      | Floating      | 4.45%                 | 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        |    727635 | PA      | $678581.84    | 0.19%             | 2046-06-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409118.85    | 0.11%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                                                  | Terawulf, Inc.                                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    108000 | PA      | $101854.80    | 0.03%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR12, Class AM                                                   | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    372766 | PA      | $354166.60    | 0.10%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                     | Nigeria Government Bond                                                                           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    740000 | PA      | $791636.59    | 0.22%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $986597.21    | 0.27%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1493000 | PA      | $8654.61      | 0.00%             |  |  |  | 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        |  14837464 | PA      | $564537.32    | 0.16%             | 2057-10-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    460000 | PA      | $459544.78    | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115DTB2<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   1850000 | PA      | $1850563.33   | 0.51%             | 2026-04-02      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                               | Ghana Government Bond                                                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    400000 | PA      | $366206.33    | 0.10%             | 2035-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yen                                                                             | Yen                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |        -1 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Iraq                                                                | Iraq Government Bond                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    640000 | PA      | $637710.57    | 0.18%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                           | Ahead DB Holdings LLC, First Lien, CME Term Loan, B3                                              | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    200631 | PA      | $197871.86    | 0.05%             | 2031-02-03      | Variable      | 6.17%                 | 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        |    393628 | PA      | $414295.16    | 0.11%             | 2029-04-25      | Floating      | 13.06%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2012-CR3, Class F                                                     | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424048 | PA      | $26013.75     | 0.01%             | 2045-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     63000 | PA      | $4724.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-119, Class SA                                                                   | CUSIP: 38379EAL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1209980 | PA      | $119200.37    | 0.03%             | 2044-08-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144964.68    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-DC1, Class B                                                     | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906000 | PA      | $869053.14    | 0.24%             | 2048-02-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LSDS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55363 | PA      | $53738.55     | 0.01%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                                  | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    111000 | PA      | $220890.00    | 0.06%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    760000 | PA      | $779508.46    | 0.22%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1377505.93   | 0.38%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    967000 | PA      | $13675.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    890000 | PA      | $866133.29    | 0.24%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H23, Class NI                                                                   | CUSIP: 38376RA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4650399 | PA      | $224921.18    | 0.06%             | 2066-10-20      | Variable      | 2.41%                 | 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        |     13585 | PA      | $19217.15     | 0.01%             | 2051-02-12      | Variable      | 8.67%                 | 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        |    265259 | PA      | $275969.35    | 0.08%             | 2029-01-25      | Floating      | 14.56%                | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-60, Class SD                                                                    | CUSIP: 38379BNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2861541 | PA      | $354407.83    | 0.10%             | 2044-04-20      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2013-34, Class IH                                                                    | CUSIP: 38378JL67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    812520 | PA      | $153393.45    | 0.04%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA7, Class 1A2                                                | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246823 | PA      | $247232.48    | 0.07%             | 2046-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    403000 | PA      | $413594.87    | 0.11%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                            | Provincia de Cordoba Argentina                                                                    | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $196284.71    | 0.05%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167970.00    | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                       | IREN Ltd.                                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     36000 | PA      | $33300.00     | 0.01%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1620000 | PA      | $1524420.00   | 0.42%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                          | Aramark Services, Inc.                                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    459000 | PA      | $459014.27    | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    410000 | PA      | $479950.17    | 0.13%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JS4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34844 | PA      | $35266.87     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261313.52    | 0.07%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    335000 | PA      | $362170.17    | 0.10%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56866.92     | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $8193085.44   | 2.27%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    584000 | PA      | $271272.95    | 0.08%             |  |  |  | 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        |    455000 | PA      | $470911.81    | 0.13%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | South Bow USA Infrastructure Holdings LLC                                                         | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467175.47    | 0.13%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $292306.00    | 0.08%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    740000 | PA      | $754913.48    | 0.21%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-128, Class IA                                                                   | CUSIP: 38378HK70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1555088 | PA      | $252704.83    | 0.07%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    146000 | PA      | $3803.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463508.33    | 0.13%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    647000 | PA      | $1487.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     21000 | PA      | $9241.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                               | Taylor Morrison Communities, Inc.                                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1063390.94   | 0.29%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  94490000 | PA      | $21880.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5093911.38   | 1.41%             | 2056-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    820000 | PA      | $786978.60    | 0.22%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    550000 | PA      | $571033.10    | 0.16%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-44586.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $398479.62    | 0.11%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-63, Class PS                                                                    | CUSIP: 38382FGP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4499125 | PA      | $565655.66    | 0.16%             | 2050-04-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LELG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81479 | PA      | $73828.74     | 0.02%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $52523.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1B                                              | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $721232.89    | 0.20%             | 2043-06-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -177 | NC      | $68387.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149510.31    | 0.04%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-H21, Class BI                                                                   | CUSIP: 38375UPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1787228 | PA      | $45656.52     | 0.01%             | 2064-10-20      | Variable      | 1.53%                 | 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        |    144638 | PA      | $145758.44    | 0.04%             | 2030-10-11      | Variable      | 6.97%                 | 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        |   1227000 | PA      | $1228185.53   | 0.34%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1814700 | PA      | $145370.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | Boston Properties LP                                                                              | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104040.50    | 0.03%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617JSVJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46078 | PA      | $42264.18     | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H02, Class BI                                                                   | CUSIP: 38375UYG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1234918 | PA      | $51049.02     | 0.01%             | 2067-01-20      | Variable      | 1.95%                 | 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        |    290000 | PA      | $303181.80    | 0.08%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                 | Snowflake, Inc.                                                                                   | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $298650.00    | 0.08%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1660000 | PA      | $1590197.00   | 0.44%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171205.92    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                             | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2D                                  | CUSIP: 17312EAE6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   1366039 | PA      | $1210726.61   | 0.34%             | 2037-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    766982 | PA      | $768581.12    | 0.21%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | Protective Life Global Funding                                                                    | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    585000 | PA      | $606550.51    | 0.17%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                          | TK Elevator Midco GmbH, First Lien, CME Term Loan, B1                                             | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    289416 | PA      | $290484.19    | 0.08%             | 2030-04-30      | Variable      | 6.95%                 | 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        |    588506 | PA      | $583651.15    | 0.16%             | 2029-01-25      | Variable      | 6.92%                 | 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        |     79418 | PA      | $76188.26     | 0.02%             | 2036-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-59, Class SQ                                                                    | CUSIP: 38382RPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3628233 | PA      | $467029.38    | 0.13%             | 2051-04-20      | Floating      | 2.51%                 | 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        |    432338 | PA      | $431594.86    | 0.12%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113784.47    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class D                      | CUSIP: 61690VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623251 | PA      | $598982.69    | 0.17%             | 2048-10-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    358000 | PA      | $-10680.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  63455000 | PA      | $291858.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10206.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                                   | BioMarin Pharmaceutical, Inc., First Lien, CME Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    182457 | PA      | $182913.56    | 0.05%             | 2032-12-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                                           | CUSIP: 05571CBS9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |   1750000 | PA      | $1745152.33   | 0.48%             | 2026-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1                              | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402000 | PA      | $415244.45    | 0.12%             | 2042-01-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5024, Class HI                                                                      | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7583011 | PA      | $1789191.01   | 0.50%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                               | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291790 | PA      | $292976.46    | 0.08%             | 2032-09-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2018-5, Class M1                                                | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $696635.11    | 0.19%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                              | Pinnacle Buyer LLC, First Lien, Initial CME Term Loan, B                                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    174902 | PA      | $175382.66    | 0.05%             | 2032-10-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2024-5C8, Class XA                                                     | CUSIP: 09661XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5934222 | PA      | $214468.72    | 0.06%             | 2057-12-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-HQA1, Class B2                                                     | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $308710.46    | 0.09%             | 2049-02-25      | Floating      | 16.06%                | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                              | New Zealand Dollar                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |     13117 | OU      | $7897.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104186.50    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust NY                                                        | Sumitomo Mitsui Trust NY                                                                          | CUSIP: 86563HCA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | JP        |   2000000 | PA      | $1991941.20   | 0.55%             | 2026-03-10      | 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        |   1900000 | PA      | $1892761.38   | 0.52%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-Bobl                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -52 | NC      | $7011.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Egyptian Pound                                                                  | Egyptian Pound                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |         1 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                                              | CUSIP: 78014XPU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |   1850000 | PA      | $1850294.15   | 0.51%             | 2026-03-23      | Floating      | 3.92%                 | 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        |    424000 | PA      | $403342.64    | 0.11%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H18, Class QI                                                                   | CUSIP: 38376RYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1178930 | PA      | $66660.23     | 0.02%             | 2066-06-20      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $1044824.63   | 0.29%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122436.54    | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    606000 | PA      | $71751.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1772999.16   | 0.49%             | 2056-02-25      | 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      | $-32630.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    700000 | PA      | $764062.78    | 0.21%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    910000 | PA      | $900255.72    | 0.25%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2202100 | PA      | $58805.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    175000 | PA      | $179959.02    | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw Term Loan, B     | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       231 | PA      | $230.51       | 0.00%             | 2032-04-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Swedish Krona                                                                   | Swedish Krona                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |     51796 | OU      | $5814.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                                                | WisdomTree, Inc.                                                                                  | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     72000 | PA      | $83952.00     | 0.02%             | 2030-08-15      | Fixed         | 4.62%                 | 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        |    275000 | PA      | $266702.65    | 0.07%             | 2057-10-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    766000 | PA      | $-111083.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    975000 | PA      | $976100.98    | 0.27%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                       | Akamai Technologies, Inc.                                                                         | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    183000 | PA      | $194603.17    | 0.05%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-53, Class MI                                                                    | CUSIP: 38379LL46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1382890 | PA      | $272884.29    | 0.08%             | 2045-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    350000 | PA      | $356253.77    | 0.10%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    660000 | PA      | $748748.06    | 0.21%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                                                     | Swiss Franc                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $-8876.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                     | QXO Building Products, Inc.                                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541492.88    | 0.15%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-30510.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                | IHS Holding Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $418080.91    | 0.12%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214829.25    | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1129000 | PA      | $-72745.86    | -0.02%            |  |  |  | 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        |    451979 | PA      | $451877.05    | 0.13%             | 2031-02-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                            | Meritage Homes Corp.                                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146844.75    | 0.04%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-167, Class PI                                                                   | CUSIP: 38382LDU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4530723 | PA      | $928218.30    | 0.26%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems, Inc.                                                     | Merit Medical Systems, Inc.                                                                       | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     82000 | PA      | $94956.00     | 0.03%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2012-127, Class BI                                                                   | CUSIP: 3136A9C48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225158 | PA      | $46013.72     | 0.01%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    440000 | PA      | $395666.26    | 0.11%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                     | Jordan Government Bond                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    450000 | PA      | $472684.95    | 0.13%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B                      | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    338710 | PA      | $323655.61    | 0.09%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 111000000 | PA      | $112561410.36 | 31.22%            | 2056-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                       | PPL Capital Funding, Inc.                                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    201000 | PA      | $226074.75    | 0.06%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, 2025-2 Refinancing CME Term Loan                                 | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    972681 | PA      | $981191.66    | 0.27%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                           | Global Payments, Inc.                                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    177000 | PA      | $156999.00    | 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      | $-1256.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Note                                                                                | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $140000.00    | 0.04%             | 2031-11-30      | Fixed         | 4.12%                 | 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        |    235200 | PA      | $235258.80    | 0.07%             | 2030-12-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                          | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan, B                      | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    434616 | PA      | $435930.31    | 0.12%             | 2028-10-23      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    770000 | PA      | $790371.54    | 0.22%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                    | Jones Deslauriers Insurance Management, Inc.                                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $439409.88    | 0.12%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                  | Alphabet, Inc.                                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530579.43    | 0.15%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  10390700 | PA      | $179984.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    905000 | PA      | $885547.26    | 0.25%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Franklin Ultra Short Bond ETF                                                   | Franklin Ultra Short Bond ETF                                                                     | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             |  | RF                | US        |    368080 | NS      | $9236967.60   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    455000 | PA      | $466611.50    | 0.13%             | 2029-04-15      | Fixed         | 5.00%                 | 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        |    440000 | PA      | $523747.14    | 0.15%             | 2028-04-03      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6432.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                | AptarGroup, Inc.                                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226477.77    | 0.06%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-4, Class IG                                                                     | CUSIP: 38384HZW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3393465 | PA      | $654842.40    | 0.18%             | 2052-12-20      | Fixed         | 5.00%                 | 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        |    168000 | PA      | $177034.37    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                   | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   1026973 | PA      | $1026424.04   | 0.28%             | 2029-10-19      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $413600.95    | 0.11%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2018-HQA2, Class B2                                                     | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |   1619000 | PA      | $2000945.41   | 0.55%             | 2048-10-25      | Floating      | 14.81%                | 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        |    370000 | PA      | $370860.25    | 0.10%             | 2028-08-23      | Variable      | 7.79%                 | 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        |    725000 | PA      | $614800.00    | 0.17%             | 2047-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                       | MKS, Inc.                                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    144000 | PA      | $242559.77    | 0.07%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    429000 | PA      | $444890.59    | 0.12%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                         | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    630000 | PA      | $656150.04    | 0.18%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    260000 | PA      | $257010.00    | 0.07%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2202100 | PA      | $253371.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2011-101, Class SA                                                                   | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1022423 | PA      | $98307.95     | 0.03%             | 2041-10-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    439000 | PA      | $25173.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $205133.81    | 0.06%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                  | Illumina, Inc.                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    258000 | PA      | $258686.64    | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                   | Gartner, Inc.                                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    990000 | PA      | $956122.59    | 0.27%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-32                                                                              | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  10541519 | PA      | $547198.65    | 0.15%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                      | Microchip Technology, Inc.                                                                        | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108180.60    | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                        | Guidewire Software, Inc.                                                                          | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    201000 | PA      | $194869.50    | 0.05%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    625000 | PA      | $658410.63    | 0.18%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $573486.30    | 0.16%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4945, Class SL                                                                      | CUSIP: 3137FQNN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3969623 | PA      | $466094.07    | 0.13%             | 2050-01-25      | Floating      | 2.24%                 | 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        |  11025582 | PA      | $193593.78    | 0.05%             | 2057-12-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BradyPlus Holdings LLC                                                          | BradyPlus Holdings LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    580000 | PA      | $577581.40    | 0.16%             | 2032-12-29      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                         | Uber Technologies, Inc., Series 2028                                                              | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    198000 | PA      | $254139.08    | 0.07%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $438150.00    | 0.12%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    289000 | PA      | $19869.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT Marel Corp.                                                                 | JBT Marel Corp.                                                                                   | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     73000 | PA      | $78475.00     | 0.02%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                     | Crocs, Inc.                                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    640000 | PA      | $586270.91    | 0.16%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1039185.10   | 0.29%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Compass, Inc.                                                                   | Compass, Inc.                                                                                     | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |    107000 | PA      | $115560.32    | 0.03%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1017619.79   | 0.28%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                     | Halozyme Therapeutics, Inc.                                                                       | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    143000 | PA      | $198770.00    | 0.06%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                                  | Air France-KLM                                                                                    | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $654612.47    | 0.18%             | 2028-05-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $570488.44    | 0.16%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                              | A&D Mortgage Trust, Series 2024-NQM1, Class A1                                                    | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |   1090826 | PA      | $1104354.86   | 0.31%             | 2069-02-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                | Proofpoint, Inc., First Lien, 2024 Refinancing CME Term Loan                                      | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    516760 | PA      | $514016.10    | 0.14%             | 2028-08-31      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Putnam Government Money Market Fund                                             | Putnam Government Money Market Fund, Class P                                                      | CUSIP: 74680A869<br>LEI: 549300SEUI2XMME8T893 | Long             | STIV             | RF                | US        |   7610480 | NS      | $7610479.84   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569230.75    | 0.16%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    420000 | PA      | $422517.90    | 0.12%             | 2033-09-15      | Fixed         | 6.25%                 | 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        |    150000 | PA      | $152344.95    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83369CCX0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | FR        |   1875000 | PA      | $1863228.94   | 0.52%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    516000 | PA      | $515766.77    | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    268000 | PA      | $5207.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8874.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2023-35, Class SH                                                                    | CUSIP: 38383VL97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10860380 | PA      | $865485.41    | 0.24%             | 2053-02-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209907.67    | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H24, Class CI                                                                   | CUSIP: 38376RF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1038931 | PA      | $26837.67     | 0.01%             | 2066-10-20      | Variable      | 1.64%                 | 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        |   1632606 | PA      | $1660311.95   | 0.46%             | 2042-01-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1010000 | PA      | $1224798.27   | 0.34%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76788.46     | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma, Inc.                                                          | Bridgebio Pharma, Inc.                                                                            | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35875.00     | 0.01%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-146                                                                             | CUSIP: 38378GNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413096 | PA      | $88159.72     | 0.02%             | 2042-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                         | Bath & Body Works, Inc.                                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    705000 | PA      | $713701.82    | 0.20%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-110, Class SQ                                                                   | CUSIP: 38381YWU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3472023 | PA      | $386749.02    | 0.11%             | 2049-09-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                         | Burlington Stores, Inc.                                                                           | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     76000 | PA      | $115406.00    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    510000 | PA      | $528968.66    | 0.15%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                     | Ionis Pharmaceuticals, Inc.                                                                       | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     72000 | PA      | $79746.41     | 0.02%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                       | Forvia SE                                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205210.20    | 0.06%             | 2033-09-15      | Fixed         | 6.75%                 | 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        |    237505 | PA      | $243472.16    | 0.07%             | 2028-10-25      | Floating      | 16.56%                | 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        |    908938 | PA      | $924832.23    | 0.26%             | 2049-10-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                   | AIB Group plc                                                                                     | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    435000 | PA      | $461624.60    | 0.13%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                    | Avient Corp.                                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102878.26    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | Raizen Fuels Finance SA                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $587125.00    | 0.16%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Uzbekistan Government Bond                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    720000 | PA      | $775552.20    | 0.22%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139794.66    | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | 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        |    382098 | PA      | $382814.42    | 0.11%             | 2031-04-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class M2                                | CUSIP: 35563PCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324003 | PA      | $320882.92    | 0.09%             | 2056-07-25      | Variable      | 4.75%                 | 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        |    425594 | PA      | $425583.37    | 0.12%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc., First Lien, CME Term Loan, J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    263320 | PA      | $263495.15    | 0.07%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   4626600 | PA      | $99730.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                                                    | Rubrik, Inc.                                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    132000 | PA      | $118800.00    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-156                                                                             | CUSIP: 38383AQC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7359673 | PA      | $1399831.12   | 0.39%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                         | Cameroon Government Bond                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    500000 | PA      | $521106.17    | 0.14%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                               | CD Mortgage Trust, Series 2017-CD4, Class B                                                       | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1032000 | PA      | $990735.79    | 0.27%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H10, Class BI                                                                   | CUSIP: 38376RAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1282959 | PA      | $61954.07     | 0.02%             | 2065-04-20      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc.                                                                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $106135.20    | 0.03%             | 2029-01-15      | Fixed         | 3.12%                 | 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        |   1988000 | PA      | $257985.15    | 0.07%             | 2046-07-15      | Variable      | 3.95%                 | 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        |    287928 | PA      | $289272.37    | 0.08%             | 2055-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                  | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-4, Class AF                           | CUSIP: 61777BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157004 | PA      | $157494.11    | 0.04%             | 2054-09-25      | Floating      | 5.05%                 | 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        |    221000 | PA      | $140887.50    | 0.04%             | 2058-09-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP, First Lien, 2028 Refinancing CME Term Loan                                   | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     73788 | PA      | $74051.25     | 0.02%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2022-C14, Class XA                                                   | CUSIP: 07336AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10361927 | PA      | $320126.55    | 0.09%             | 2055-02-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    360000 | PA      | $387849.60    | 0.11%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1391000 | PA      | $137919.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-97, Class QS                                                                    | CUSIP: 38382GXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3047822 | PA      | $408724.87    | 0.11%             | 2050-07-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H05, Class BI                                                                   | CUSIP: 38380LAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3413894 | PA      | $143113.86    | 0.04%             | 2068-02-20      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |  30249200 | PA      | $342514.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-26, Class MI                                                                    | CUSIP: 38380CH71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1949746 | PA      | $370515.17    | 0.10%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class D                              | CUSIP: 46641JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513000 | PA      | $470547.20    | 0.13%             | 2047-02-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                              | United Rentals North America, Inc.                                                                | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    196000 | PA      | $189520.42    | 0.05%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5002, Class SJ                                                                      | CUSIP: 3137FUAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6075161 | PA      | $713793.80    | 0.20%             | 2050-07-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1120000 | PA      | $1106359.86   | 0.31%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4105, Class HI                                                                      | CUSIP: 3137AUD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243738 | PA      | $11454.01     | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2017-32, Class SA                                                                    | CUSIP: 3136AWLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5113803 | PA      | $560534.14    | 0.16%             | 2047-05-25      | Floating      | 2.34%                 | 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        |    425000 | PA      | $442552.50    | 0.12%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    875000 | PA      | $898715.13    | 0.25%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H06, Class BI                                                                   | CUSIP: 38376RV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1884324 | PA      | $66195.94     | 0.02%             | 2067-02-20      | Variable      | 2.31%                 | 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        |     44662 | PA      | $44802.07     | 0.01%             | 2032-05-28      | Variable      | 6.92%                 | 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        |    239648 | PA      | $240109.84    | 0.07%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293130.34    | 0.08%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $409186.94    | 0.11%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5349, Class IB                                                                      | CUSIP: 3137HANZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3709734 | PA      | $781950.40    | 0.22%             | 2046-12-15      | Fixed         | 4.00%                 | 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        |   1750000 | PA      | $1748944.75   | 0.49%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    131249 | PA      | $131617.86    | 0.04%             | 2032-01-28      | Variable      | 6.42%                 | 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      | $21190.65     | 0.01%             |  |  |  | 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        |  10893015 | PA      | $427090.06    | 0.12%             | 2057-06-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                               | Boise Cascade Co.                                                                                 | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473884.56    | 0.13%             | 2030-07-01      | Fixed         | 4.88%                 | 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        |    432000 | PA      | $427161.30    | 0.12%             | 2045-05-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5134, Class IC                                                                      | CUSIP: 3137H1X68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6402274 | PA      | $1270709.82   | 0.35%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3972000 | PA      | $-10230.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    941000 | PA      | $860248.30    | 0.24%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    186000 | PA      | $18391.43     | 0.01%             |  |  |  | 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        |   1081996 | PA      | $125.51       | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    405000 | PA      | $12014.41     | 0.00%             |  |  |  | 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        |    300000 | PA      | $304530.78    | 0.08%             | 2034-01-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4077, Class IK                                                                      | CUSIP: 3137ASB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    737773 | PA      | $155103.00    | 0.04%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C                      | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263000 | PA      | $1119137.99   | 0.31%             | 2048-04-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-64, Class YI                                                                    | CUSIP: 38379PE94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    855164 | PA      | $125457.72    | 0.03%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                          | ON Semiconductor Corp.                                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115555.01    | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                              | Southern Power Co., Series A                                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169636.08    | 0.05%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                  | Structured Asset Mortgage Investments II Trust, Series 2007-AR1, Class 2A1                        | CUSIP: 86362XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443273 | PA      | $402277.79    | 0.11%             | 2037-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H09, Class BI                                                                   | CUSIP: 38376RTH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2105440 | PA      | $85647.20     | 0.02%             | 2066-04-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2021-14, Class CI                                                                    | CUSIP: 3136BFDQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7542337 | PA      | $1682980.59   | 0.47%             | 2049-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                                 | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462011.86    | 0.13%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5302300 | PA      | $1232380.37   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW Bank                                                                                          | CUSIP: 62939MDA2<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   1750000 | PA      | $1737613.85   | 0.48%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  23202000 | PA      | $-23719.73    | -0.01%            |  |  |  | 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        |   1149000 | PA      | $1135882.10   | 0.32%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                               | Transnet SOC Ltd.                                                                                 | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    650000 | PA      | $686224.34    | 0.19%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                     | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281752.41    | 0.08%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    289000 | PA      | $-5041.44     | -0.00%            |  |  |  | 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        |     45162 | PA      | $44272.35     | 0.01%             | 2035-08-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98635.49     | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                              | Ares Capital Corp.                                                                                | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    905000 | PA      | $929436.00    | 0.26%             | 2027-01-15      | Fixed         | 7.00%                 | 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        |   1510378 | PA      | $1506292.23   | 0.42%             | 2030-12-31      | Variable      | 5.67%                 | 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        |    173669 | PA      | $174667.20    | 0.05%             | 2028-03-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-94, Class AI                                                                    | CUSIP: 38380XSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1024324 | PA      | $211998.94    | 0.06%             | 2048-07-20      | Fixed         | 4.50%                 | 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        |    262000 | PA      | $237112.54    | 0.07%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | Wells Fargo Bank NA                                                                               | CUSIP: 95001KUR3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1499837.70   | 0.42%             | 2026-12-17      | Fixed         | 3.75%                 | 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        |    436000 | PA      | $424719.68    | 0.12%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469475.85    | 0.13%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $478640.79    | 0.13%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    259100 | PA      | $24455.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77500.80     | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-175, Class NI                                                                   | CUSIP: 38382LMH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4798482 | PA      | $778293.10    | 0.22%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    325000 | PA      | $5837.39      | 0.00%             |  |  |  | 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        |    441160 | PA      | $439507.46    | 0.12%             | 2032-04-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-127, Class IC                                                                   | CUSIP: 38380YYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2451055 | PA      | $485756.05    | 0.13%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $408100.00    | 0.11%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | Wells Fargo Bank NA                                                                               | CUSIP: 95001KUN2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1500819.30   | 0.42%             | 2026-09-16      | Fixed         | 3.80%                 | 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        |    119332 | PA      | $119854.35    | 0.03%             | 2032-10-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   1201500 | PA      | $38946.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                         | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1                               | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1409787.54   | 0.39%             | 2030-04-25      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-13, Class AI                                                                    | CUSIP: 38382CCP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7346760 | PA      | $972812.37    | 0.27%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-63, Class AS                                                                    | CUSIP: 38382FGR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3786555 | PA      | $438214.95    | 0.12%             | 2043-08-20      | Floating      | 2.21%                 | 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      | $-102.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-CR22, Class B                                                    | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354309 | PA      | $341024.22    | 0.09%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 1A1                                               | CUSIP: 02146QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176012 | PA      | $162583.68    | 0.05%             | 2046-08-25      | Floating      | 4.63%                 | 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        |    966000 | PA      | $1287285.51   | 0.36%             | 2050-08-25      | Floating      | 13.81%                | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-98, Class SK                                                                    | CUSIP: 38382TD27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8404884 | PA      | $1129434.90   | 0.31%             | 2051-06-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                                 | Canadian Dollar                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL1, Class A1                                                              | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-MBS          | CORP              | US        |    246290 | PA      | $246168.21    | 0.07%             | 2056-01-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202857.30    | 0.06%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                           | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $983375.24    | 0.27%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC, First Lien, 2025 CME Term Loan                                     | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67108 | PA      | $67150.33     | 0.02%             | 2029-03-30      | Variable      | 6.67%                 | 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        |    824888 | PA      | $830095.35    | 0.23%             | 2028-08-25      | Floating      | 15.56%                | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                               | Gabon Government Bond                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    590000 | PA      | $504398.98    | 0.14%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                  | DoorDash, Inc.                                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    217000 | PA      | $217651.00    | 0.06%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                          | Freedom Mortgage Corp.                                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    780000 | PA      | $860323.62    | 0.24%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| First Eagle Holdings, Inc.                                                      | First Eagle Holdings, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    512500 | PA      | $509217.44    | 0.14%             | 2032-08-16      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1150000 | PA      | $-16627.08    | -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      | $-9586.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                             | Post Holdings, Inc.                                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    158000 | PA      | $173879.00    | 0.05%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8971000 | PA      | $-51826.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4317900 | PA      | $792905.68    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | Commonwealth Bank of Australia                                                                    | CUSIP: 20272FBQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |   1750000 | PA      | $1750027.56   | 0.49%             | 2026-04-09      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $186564.41    | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                   | Pharmacia LLC                                                                                     | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $1023147.89   | 0.28%             | 2028-12-01      | Fixed         | 6.60%                 | 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        |    277764 | PA      | $274395.81    | 0.08%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152065.84    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                                  | Repligen Corp.                                                                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    173000 | PA      | $184134.41    | 0.05%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                           | Haleon US Capital LLC                                                                             | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    485000 | PA      | $474694.79    | 0.13%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    614500 | PA      | $44777.00     | 0.01%             |  |  |  | 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        |  13617314 | PA      | $331712.31    | 0.09%             | 2052-09-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    458511 | PA      | $504777.25    | 0.14%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                          | Hercules Capital, Inc.                                                                            | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72525.60     | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                        | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN1, Class M2                        | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $577677.47    | 0.16%             | 2051-01-25      | Floating      | 7.45%                 | 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        |   2164104 | PA      | $1923281.33   | 0.53%             | 2046-08-25      | Floating      | 4.17%                 | 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        |    908000 | PA      | $902628.54    | 0.25%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    795000 | PA      | $827539.35    | 0.23%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H22, Class AI                                                                   | CUSIP: 38376RC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1611087 | PA      | $82872.69     | 0.02%             | 2066-10-20      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                               | Boyd Gaming Corp.                                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    490000 | PA      | $477663.43    | 0.13%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    921000 | PA      | $95131.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                             | Hilton Domestic Operating Co., Inc.                                                               | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412804.35    | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                                              | Bloom Energy Corp.                                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    216000 | PA      | $244944.00    | 0.07%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299225.48    | 0.08%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2583.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    884000 | PA      | $-15042.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    234000 | PA      | $-13420.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    605000 | PA      | $71633.37     | 0.02%             |  |  |  | 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        |   1033000 | PA      | $951465.72    | 0.26%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    800000 | PA      | $813656.00    | 0.23%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class D                              | CUSIP: 46639NAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521000 | PA      | $489284.13    | 0.14%             | 2045-07-15      | Variable      | 3.98%                 | 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        |         0 | PA      | $0.01         | 0.00%             | 2029-04-04      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                                      | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464966.70    | 0.13%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                             | Kinder Morgan, Inc.                                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    555000 | PA      | $569651.33    | 0.16%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc.                                                                   | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    164000 | PA      | $174004.00    | 0.05%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    440000 | PA      | $463655.41    | 0.13%             | 2029-03-01      | Fixed         | 6.15%                 | 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        |   2289966 | PA      | $2325112.97   | 0.64%             | 2028-09-25      | Floating      | 16.06%                | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC                                                                     | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1029351.03   | 0.29%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H09                                                                             | CUSIP: 38375UZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3385164 | PA      | $98305.18     | 0.03%             | 2067-04-20      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                  | Amphenol Corp.                                                                                    | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259989.31    | 0.07%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132595.32    | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    989000 | PA      | $1135761.67   | 0.32%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    402000 | PA      | $29632.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $564241.86    | 0.16%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21379.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp., Series L                                                                   | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470665.41    | 0.13%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $426824.00    | 0.12%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-76                                                                              | CUSIP: 38379B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    576843 | PA      | $119847.60    | 0.03%             | 2044-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                              | Angola Government Bond                                                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    800000 | PA      | $784669.97    | 0.22%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2018-38, Class SA                                                                    | CUSIP: 3136B1S47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4309457 | PA      | $505020.56    | 0.14%             | 2048-06-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $929327.94    | 0.26%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                           | Coinbase Global, Inc.                                                                             | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    109000 | PA      | $92639.87     | 0.03%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    430000 | PA      | $458835.80    | 0.13%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240107.37    | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                           | VEGAS, Series 2024-GCS, Class D                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358000 | PA      | $362867.55    | 0.10%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                      | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class B                               | CUSIP: 46591ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504000 | PA      | $482110.98    | 0.13%             | 2051-06-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                                        | Tyler Technologies, Inc.                                                                          | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128548.50    | 0.04%             | 2026-03-15      | Fixed         | 0.25%                 | 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        |  20386517 | PA      | $399510.50    | 0.11%             | 2057-11-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                          | Costa Rica Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    560000 | PA      | $585625.60    | 0.16%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $461693.87    | 0.13%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                                                | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |    500000 | PA      | $328765.69    | 0.09%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    390000 | PA      | $395109.00    | 0.11%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    339000 | PA      | $383446.29    | 0.11%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                        | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $258122.25    | 0.07%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | Madison IAQ LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    437013 | PA      | $437725.09    | 0.12%             | 2028-06-21      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | Sabey Data Center Issuer LLC, Series 2026-1, Class A2                                             | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681000 | PA      | $684937.00    | 0.19%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-61, Class S                                                                     | CUSIP: 3136B66Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4683068 | PA      | $626112.62    | 0.17%             | 2049-11-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121428.73    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | Celanese US Holdings LLC                                                                          | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15662.03     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                                             | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $284417.48    | 0.08%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    967000 | PA      | $1034593.30   | 0.29%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-292.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1B                               | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    265307 | PA      | $276013.51    | 0.08%             | 2029-01-25      | Floating      | 14.06%                | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    395000 | PA      | $408430.40    | 0.11%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-847.62      | -0.00%            |  |  |  | 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        |    440000 | PA      | $459590.11    | 0.13%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481157.24    | 0.13%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                    | Chefs' Warehouse, Inc. (The)                                                                      | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     88000 | PA      | $135581.60    | 0.04%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                   | Lendbuzz Securitization Trust, Series 2026-1A, Class D                                            | CUSIP: 525952AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291000 | PA      | $292273.47    | 0.08%             | 2033-02-15      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    910000 | PA      | $912441.08    | 0.25%             | 2028-02-15      | Fixed         | 4.10%                 | 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        |    663000 | PA      | $653441.46    | 0.18%             | 2049-08-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                  | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   1300224 | PA      | $1322733.96   | 0.37%             | 2050-03-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA Global Funding Trust                                                                           | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501893.52    | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1010000 | PA      | $1181732.02   | 0.33%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                       | FMC Corp.                                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    265000 | PA      | $212743.09    | 0.06%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Argentine Peso                                                                  | Argentine Peso                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AR        |         3 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                                                      | Builders FirstSource, Inc.                                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142003.67    | 0.04%             | 2035-05-15      | Fixed         | 6.75%                 | 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        |    665000 | PA      | $371173.87    | 0.10%             | 2044-02-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                         | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $120935.48    | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $680680.05    | 0.19%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H16, Class IG                                                                   | CUSIP: 38375UF88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4734667 | PA      | $122840.93    | 0.03%             | 2067-07-20      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4605400 | PA      | $61683.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    320000 | PA      | $326480.00    | 0.09%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                                 | Genmab A/S / Genmab Finance LLC                                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    350000 | PA      | $359006.51    | 0.10%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                    | Dexcom, Inc.                                                                                      | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |    248000 | PA      | $231694.00    | 0.06%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10460.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   4030200 | PA      | $109895.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                                                       | Mirion Technologies, Inc.                                                                         | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    127000 | PA      | $142928.99    | 0.04%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | Cipher Compute LLC                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134115.93    | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    955000 | PA      | $991145.01    | 0.27%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                      | Graham Packaging Co., Inc., First Lien, CME Term Loan, B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74691 | PA      | $74718.17     | 0.02%             | 2033-01-14      | Variable      | 5.69%                 | 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        |    334849 | PA      | $323766.50    | 0.09%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    390000 | PA      | $394253.73    | 0.11%             | 2036-01-15      | Fixed         | 6.00%                 | 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        |    679202 | PA      | $659370.91    | 0.18%             | 2047-11-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4984, Class IL                                                                      | CUSIP: 3137FTQF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3956311 | PA      | $827827.20    | 0.23%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2013-H08, Class CI                                                                   | CUSIP: 38375BM66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1218631 | PA      | $43341.83     | 0.01%             | 2063-02-20      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                   | Alnylam Pharmaceuticals, Inc.                                                                     | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     42000 | PA      | $54853.56     | 0.02%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H15, Class KI                                                                   | CUSIP: 38380LJK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2461652 | PA      | $87492.05     | 0.02%             | 2068-08-20      | Variable      | 2.16%                 | 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        |   6393192 | PA      | $189866.31    | 0.05%             | 2057-07-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11122.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-52, Class KI                                                                    | CUSIP: 38379LWF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465077 | PA      | $15360.47     | 0.00%             | 2040-11-20      | Fixed         | 3.50%                 | 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        |    450000 | PA      | $444454.34    | 0.12%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-955164.99   | -0.26%            | 2056-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H20, Class AI                                                                   | CUSIP: 38376RFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1221096 | PA      | $44400.28     | 0.01%             | 2065-08-20      | Variable      | 1.81%                 | 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        |    333005 | PA      | $328934.92    | 0.09%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                                   | Parsons Corp.                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     89000 | PA      | $95477.67     | 0.03%             | 2029-03-01      | Fixed         | 2.62%                 | 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        |    296250 | PA      | $296158.16    | 0.08%             | 2031-04-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1008113.03   | 0.28%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                    | Ameren Corp.                                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333036.66    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2020-76, Class BI                                                                    | CUSIP: 3136BCLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5692940 | PA      | $1298997.37   | 0.36%             | 2050-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     25000 | PA      | $-901.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                                       | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $463600.85    | 0.13%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                                     | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |    298000 | PA      | $357736.99    | 0.10%             | 2049-04-25      | Floating      | 15.06%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    905000 | PA      | $931217.85    | 0.26%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2024-BNK48, Class XA                                                                 | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9668340 | PA      | $765336.11    | 0.21%             | 2057-10-15      | Variable      | 1.14%                 | 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        |    402000 | PA      | $366425.33    | 0.10%             | 2051-06-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546000 | PA      | $460017.99    | 0.13%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118922.02    | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H20, Class CI                                                                   | CUSIP: 38376RFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1728371 | PA      | $87745.94     | 0.02%             | 2065-08-20      | Variable      | 2.22%                 | 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        |    356000 | PA      | $242973.56    | 0.07%             | 2046-07-15      | Variable      | 3.79%                 | 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        |    405195 | PA      | $369115.73    | 0.10%             | 2047-11-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Indian Rupee                                                                    | Indian Rupee                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |         1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Montenegro                                                          | Montenegro Government Bond                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    620000 | PA      | $756460.12    | 0.21%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                                               | Australian Dollar                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | AU        |   -430561 | OU      | $-299820.88   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $-10247.04    | -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      | $-2361.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    935000 | PA      | $946628.51    | 0.26%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        | -52153700 | PA      | $-348859.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     34000 | PA      | $2549.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                | CMS Energy Corp.                                                                                  | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $121184.00    | 0.03%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $165929.92    | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | 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        |    416000 | PA      | $388652.04    | 0.11%             | 2046-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    850000 | PA      | $950470.92    | 0.26%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H03, Class AI                                                                   | CUSIP: 38376RNL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4308072 | PA      | $185079.07    | 0.05%             | 2066-01-20      | Variable      | 2.00%                 | 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      | $-2697.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                       | ATI, Inc.                                                                                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1079290.98   | 0.30%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-113, Class ID                                                                   | CUSIP: 38378HVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    649193 | PA      | $94744.49     | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | 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        |    287000 | PA      | $264184.27    | 0.07%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    260500 | PA      | $40077.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JXZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21635 | PA      | $21964.35     | 0.01%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    360000 | PA      | $374192.28    | 0.10%             | 2033-03-01      | Fixed         | 6.75%                 | 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        |    368437 | PA      | $366939.79    | 0.10%             | 2031-02-14      | Variable      | 6.42%                 | 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        |    142180 | PA      | $141291.52    | 0.04%             | 2032-11-15      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276117.39    | 0.08%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $-14254.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-140, Class IC                                                                   | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1561500 | PA      | $253762.10    | 0.07%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2014-GC24, Class B                                           | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1050451.85   | 0.29%             | 2047-09-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                                            | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                                   | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424791 | PA      | $415498.43    | 0.12%             | 2044-08-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                              | Istanbul Metropolitan Municipality                                                                | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |    650000 | PA      | $715619.43    | 0.20%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                      | Encore Capital Group, Inc.                                                                        | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    555000 | PA      | $582592.82    | 0.16%             | 2029-04-01      | Fixed         | 9.25%                 | 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        |    166230 | PA      | $160994.54    | 0.04%             | 2045-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JUFY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37156 | PA      | $37927.90     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -27000000 | PA      | $-26455978.35 | -7.34%            | 2056-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1838354.30   | 0.51%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                                   | Nutanix, Inc.                                                                                     | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132167.50    | 0.04%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H02, Class EI                                                                   | CUSIP: 38375U6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5347174 | PA      | $224960.98    | 0.06%             | 2068-01-20      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    760000 | PA      | $779760.00    | 0.22%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-42                                                                              | CUSIP: 38379V6K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1403080 | PA      | $275479.82    | 0.08%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albaugh LLC                                                                     | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    596899 | PA      | $583468.99    | 0.16%             | 2029-04-06      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                        | Patrick Industries, Inc.                                                                          | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     83000 | PA      | $161393.50    | 0.04%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377553.08    | 0.10%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    765000 | PA      | $765218.52    | 0.21%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                 | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    535693 | PA      | $537532.95    | 0.15%             | 2030-03-18      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1053000 | PA      | $-91856.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    478950 | PA      | $425666.48    | 0.12%             | 2029-03-01      | Variable      | 6.67%                 | 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        |    400258 | PA      | $106085.63    | 0.03%             | 2035-05-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H06, Class DI                                                                   | CUSIP: 38376RSF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500909 | PA      | $105343.31    | 0.03%             | 2065-07-20      | Variable      | 1.90%                 | 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        |    486338 | PA      | $484027.40    | 0.13%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234781.19    | 0.07%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class D                                    | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790531 | PA      | $780129.86    | 0.22%             | 2048-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    319000 | PA      | $37770.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JKL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4395 | PA      | $4517.54      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    445000 | PA      | $458920.91    | 0.13%             | 2028-03-01      | Fixed         | 5.60%                 | 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        |    488361 | PA      | $483355.78    | 0.13%             | 2029-02-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5011, Class SA                                                                      | CUSIP: 3137FVT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6583238 | PA      | $828827.72    | 0.23%             | 2050-09-25      | Floating      | 2.44%                 | 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        |  17757912 | NS      | $17757911.87  | 4.93%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190622.39    | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H11, Class DI                                                                   | CUSIP: 38376R4R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2066776 | PA      | $102950.23    | 0.03%             | 2067-05-20      | Variable      | 2.07%                 | 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        |    491000 | PA      | $684267.13    | 0.19%             | 2050-10-25      | Floating      | 15.20%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  50382000 | PA      | $21011.89     | 0.01%             |  |  |  | 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        |    330000 | PA      | $340224.39    | 0.09%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-HQA3, Class B2                                               | CUSIP: 35565MBE3<br>LEI: 5493000ITAM9GTFUKP51 | Long             | ABS-MBS          | CORP              | US        |   1027000 | PA      | $1356276.95   | 0.38%             | 2050-07-25      | Floating      | 13.81%                | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                                     | Fluor Corp.                                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    141000 | PA      | $174290.10    | 0.05%             | 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      | $-95444.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                                          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    535000 | PA      | $633528.81    | 0.18%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56492.04     | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    360000 | PA      | $440730.31    | 0.12%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438695.07    | 0.12%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H25, Class EI                                                                   | CUSIP: 38376RJK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    780803 | PA      | $29341.02     | 0.01%             | 2065-10-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3455000 | PA      | $-4986.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-122, Class GI                                                                   | CUSIP: 38382WBR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5988223 | PA      | $1373162.99   | 0.38%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  18279000 | PA      | $160229.51    | 0.04%             |  |  |  | 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        |    315732 | PA      | $306714.69    | 0.09%             | 2037-02-26      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $78091.86     | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    256000 | PA      | $9496.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $-25123.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                      | Etsy, Inc.                                                                                        | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    219000 | PA      | $218275.93    | 0.06%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    153000 | PA      | $203643.00    | 0.06%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co., Series A                                                         | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962409.06    | 0.27%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                   | Magnera Corp.                                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    505000 | PA      | $456711.60    | 0.13%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings         | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings                           | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    244000 | PA      | $236248.29    | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    814000 | PA      | $847172.13    | 0.23%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   4030200 | PA      | $108533.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                                | Ambipar Lux SARL                                                                                  | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $58494.80     | 0.02%             | 2033-02-05      | Fixed         | 10.88%                | 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        |    528169 | PA      | $529531.47    | 0.15%             | 2029-12-31      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    930000 | PA      | $978743.34    | 0.27%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    491250 | PA      | $512343.78    | 0.14%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                    | Mattel, Inc.                                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    585000 | PA      | $573093.62    | 0.16%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                                                | CUSIP: 13606DEU2<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |   1800000 | PA      | $1800120.24   | 0.50%             | 2026-02-09      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                                      | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    445000 | PA      | $462183.96    | 0.13%             | 2029-01-18      | Fixed         | 6.21%                 | 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      | $-19361.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2010-35, Class SG                                                                    | CUSIP: 31398PJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446346 | PA      | $49480.20     | 0.01%             | 2040-04-25      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29440.25     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LEPL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29012 | PA      | $26288.39     | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617K4U96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40967 | PA      | $41393.10     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1353.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                           | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    853654 | PA      | $856082.44    | 0.24%             | 2029-08-02      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H08, Class NI                                                                   | CUSIP: 38376R2Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2840591 | PA      | $93264.26     | 0.03%             | 2067-03-20      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    470000 | PA      | $473909.82    | 0.13%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617K4U88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42030 | PA      | $42537.85     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2676000 | PA      | $23061.13     | 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      | $282.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2016-3, Class NI                                                                     | CUSIP: 3136ARFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1135152 | PA      | $159536.82    | 0.04%             | 2046-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                              | Panama Government Bond                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    780000 | PA      | $860847.00    | 0.24%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   1201500 | PA      | $22251.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2007-OH1, Class A1D                                                | CUSIP: 02150KAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298760 | PA      | $267668.22    | 0.07%             | 2047-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401975.73    | 0.11%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | Digital Realty Trust LP                                                                           | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    258000 | PA      | $267210.60    | 0.07%             | 2029-11-15      | Fixed         | 1.88%                 | 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        |   6688085 | PA      | $286858.67    | 0.08%             | 2052-08-15      | Variable      | 1.56%                 | 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      | $-6170.67     | -0.00%            |  |  |  | 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        |    703000 | PA      | $694847.59    | 0.19%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                                    | Carnival plc                                                                                      | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $362357.26    | 0.10%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $503422.29    | 0.14%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4848800 | PA      | $567319.49    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                               | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1100000 | PA      | $1082335.84   | 0.30%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                                  | Brazilian Real                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |        -1 | OU      | $-0.10        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| APLD ComputeCo LLC                                                              | APLD ComputeCo LLC                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $530397.07    | 0.15%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                  | TGNR Intermediate Holdings LLC                                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    476000 | PA      | $471257.04    | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tuple US Bidco LLC                                                              | Tuple US Bidco LLC, First Lien, CME Term Loan, B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    285963 | PA      | $283103.16    | 0.08%             | 2033-01-14      | Variable      | 7.26%                 | 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        |    498000 | PA      | $469583.52    | 0.13%             | 2050-08-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4839, Class WS                                                                      | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4154776 | PA      | $566956.12    | 0.16%             | 2056-08-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LEXM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18997 | PA      | $18662.15     | 0.01%             | 2050-01-20      | Fixed         | 4.50%                 | 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        |    465244 | PA      | $464817.92    | 0.13%             | 2029-01-29      | Variable      | 6.97%                 | 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        |    455000 | PA      | $467598.04    | 0.13%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-89, Class PS                                                                    | CUSIP: 38381W6R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3849377 | PA      | $476492.79    | 0.13%             | 2049-07-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H12, Class QI                                                                   | CUSIP: 38376R2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1941843 | PA      | $73081.25     | 0.02%             | 2067-05-20      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                               | OneSky Flight LLC                                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    446000 | PA      | $477132.58    | 0.13%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    267000 | PA      | $276957.15    | 0.08%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $99765.00     | 0.03%             | 2030-04-15      | Fixed         | 0.88%                 | 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        |  16309193 | PA      | $819015.07    | 0.23%             | 2057-09-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8055000 | PA      | $10179.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                             | Station Casinos LLC                                                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    625000 | PA      | $600491.31    | 0.17%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $415296.80    | 0.12%             | 2032-03-14      | Fixed         | 6.25%                 | 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        |    450800 | PA      | $451875.17    | 0.13%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                               | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    433379 | PA      | $389066.32    | 0.11%             | 2028-03-02      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                              | Seagate HDD Cayman                                                                                | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     33000 | PA      | $163828.50    | 0.05%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17439.72    | -0.00%            |  |  |  | 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        |    900000 | PA      | $909285.80    | 0.25%             | 2037-10-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85622.16     | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180162.85    | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115318.99    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H10, Class AI                                                                   | CUSIP: 38376RUG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2928122 | PA      | $87050.13     | 0.02%             | 2066-04-20      | Variable      | 1.76%                 | 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        |   5698183 | PA      | $394172.96    | 0.11%             | 2057-05-15      | Variable      | 1.01%                 | 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      | $-47960.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                          | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $487342.16    | 0.14%             | 2032-07-01      | Fixed         | 6.50%                 | 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        |    588525 | PA      | $588895.76    | 0.16%             | 2031-12-04      | Variable      | 6.17%                 | 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        |    485000 | PA      | $334650.00    | 0.09%             | 2047-09-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Czech Koruna                                                                    | Czech Koruna                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CZ        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                            | CrossCountry Intermediate HoldCo LLC                                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132111.20    | 0.04%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LNR97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155130 | PA      | $140856.21    | 0.04%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    402000 | PA      | $30748.92     | 0.01%             |  |  |  | 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        |    232758 | PA      | $229255.28    | 0.06%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                         | GSR Mortgage Loan Trust, Series 2007-OA1, Class 2A3A                                              | CUSIP: 3622NAAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477364 | PA      | $265074.32    | 0.07%             | 2037-05-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8000000 | PA      | $7999972.24   | 2.22%             | 2056-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                           | Spectrum Brands, Inc.                                                                             | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69750.00     | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1814700 | PA      | $99248.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16558.00    | -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        |    435000 | PA      | $459053.33    | 0.13%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-96, Class SY                                                                    | CUSIP: 38381XK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3537344 | PA      | $427067.48    | 0.12%             | 2049-08-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                          | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104801.70    | 0.03%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-214, Class AI                                                                   | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4603533 | PA      | $929405.04    | 0.26%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                          | Verisure Midholding AB                                                                            | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |   1310000 | PA      | $1559284.90   | 0.43%             | 2029-02-15      | Fixed         | 5.25%                 | 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        |    269758 | PA      | $270180.45    | 0.07%             | 2032-09-29      | Variable      | 5.92%                 | 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      | $-8.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1604000 | PA      | $-14457.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 374, Class 6                                                                         | CUSIP: 3136FCZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57537 | PA      | $9197.16      | 0.00%             | 2036-08-25      | Fixed         | 5.50%                 | 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        |    912000 | PA      | $869820.00    | 0.24%             | 2047-04-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    375000 | PA      | $387602.32    | 0.11%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                          | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    202000 | PA      | $207552.17    | 0.06%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-47816.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  10390700 | PA      | $38614.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSI Systems, Inc.                                                               | OSI Systems, Inc.                                                                                 | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107416.80    | 0.03%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 1B                               | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1280375 | PA      | $1309859.80   | 0.36%             | 2028-10-25      | Floating      | 15.56%                | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | Aviation Capital Group LLC                                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    455000 | PA      | $467727.81    | 0.13%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    380000 | PA      | $395200.00    | 0.11%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $10179.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    259100 | PA      | $30744.63     | 0.01%             |  |  |  | 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        |    616431 | PA      | $74602.37     | 0.02%             | 2050-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471499.40    | 0.13%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2708400 | PA      | $61016.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    155000 | PA      | $159684.72    | 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        |    440000 | PA      | $445363.80    | 0.12%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                          | Antero Resources Corp.                                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563163.50    | 0.16%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    670000 | PA      | $677129.51    | 0.19%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                 | Air Lease Corp.                                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030540.61   | 0.29%             | 2027-12-15      | Fixed         | 5.85%                 | 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        |    610000 | PA      | $685731.49    | 0.19%             | 2031-01-31      | Fixed         | 3.25%                 | 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        |    847552 | PA      | $850467.49    | 0.24%             | 2030-03-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                           | PG Polaris BidCo SARL, First Lien, Second Amendment Refinancing CME Term Loan                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    198004 | PA      | $198269.08    | 0.05%             | 2031-03-26      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $905321.36    | 0.25%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H03, Class DI                                                                   | CUSIP: 38376RNT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886411 | PA      | $28203.81     | 0.01%             | 2065-12-20      | Variable      | 1.97%                 | 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        |    588483 | PA      | $587959.54    | 0.16%             | 2029-11-09      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    614500 | PA      | $79830.54     | 0.02%             |  |  |  | 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        |     53891 | PA      | $53795.92     | 0.01%             | 2049-03-17      | Fixed         | 3.58%                 | 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        |    835000 | PA      | $900148.37    | 0.25%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                                         | Commvault Systems, Inc.                                                                           | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     73000 | PA      | $61539.00     | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                                         | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    515444 | PA      | $360810.99    | 0.10%             | 2046-08-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-79, Class GI                                                                    | CUSIP: 38379LX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346945 | PA      | $71105.80     | 0.02%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | Southern Gas Corridor CJSC                                                                        | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |    800000 | PA      | $805058.84    | 0.22%             | 2026-03-24      | Fixed         | 6.88%                 | 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        |    365000 | PA      | $346339.38    | 0.10%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 378, Class 19                                                                        | CUSIP: 3136FEMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151574 | PA      | $20379.75     | 0.01%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Box, Inc.                                                                       | Box, Inc.                                                                                         | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128656.00    | 0.04%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                               | Rocket Cos., Inc.                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $457032.84    | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    590000 | PA      | $582891.39    | 0.16%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-186                                                                             | CUSIP: 38384XVG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7273424 | PA      | $1107608.61   | 0.31%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $329029.21    | 0.09%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-43, Class JS                                                                    | CUSIP: 3136B5A54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2256648 | PA      | $228536.16    | 0.06%             | 2049-08-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1044504.54   | 0.29%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EURO                                                                            | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | XX        |   -212296 | OU      | $-251645.41   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                                            | Osaic Holdings, Inc.                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140004.61    | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |   1110000 | PA      | $1189065.30   | 0.33%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One Corp.                                   | Liberty Media Corp.-Liberty Formula One Corp.                                                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $233128.50    | 0.06%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                              | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $459913.76    | 0.13%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                                   | Datadog, Inc.                                                                                     | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    181000 | PA      | $178692.25    | 0.05%             | 2029-12-01      | 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      |
| GNMA                                                                            | GNMA, Series 2021-116, Class ES                                                                   | CUSIP: 38382WSM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5810588 | PA      | $652995.57    | 0.18%             | 2047-11-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33321.33     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                                         | Rivian Automotive, Inc.                                                                           | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |    122000 | PA      | $129015.00    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2013-GC13, Class B                                           | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    551000 | PA      | $538946.88    | 0.15%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                                  | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    109000 | PA      | $166334.00    | 0.05%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Froneri US, Inc.                                                                | Froneri US, Inc., First Lien, CME Term Loan, B6                                                   | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    590000 | PA      | $590044.25    | 0.16%             | 2032-09-30      | Variable      | 6.12%                 | 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        |    435000 | PA      | $450593.27    | 0.12%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 304, Class C37                                                                      | CUSIP: 31325UPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18702 | PA      | $288.90       | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1777010.69   | 0.49%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-83, Class SY                                                                    | CUSIP: 38381XBN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3121641 | PA      | $368266.86    | 0.10%             | 2049-07-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5093, Class YI                                                                      | CUSIP: 3137FYLH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3160785 | PA      | $746005.96    | 0.21%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 304513000 | PA      | $591806.19    | 0.16%             |  |  |  | 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        |    363816 | PA      | $359382.67    | 0.10%             | 2028-09-28      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                 | Transocean Titan Financing Ltd.                                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |         0 | PA      | $0.00         | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57042.72     | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                          | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    431602 | PA      | $419816.68    | 0.12%             | 2028-03-13      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160255.43    | 0.04%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                             | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     72280 | PA      | $70933.64     | 0.02%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    570000 | PA      | $592158.13    | 0.16%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-30                                                                              | CUSIP: 3136ANRR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1696362 | PA      | $223868.26    | 0.06%             | 2045-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M2                                               | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $463202.64    | 0.13%             | 2042-02-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    420000 | PA      | $437724.00    | 0.12%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-152, Class ES                                                                   | CUSIP: 38382BH89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2104924 | PA      | $241033.17    | 0.07%             | 2049-12-20      | Floating      | 2.26%                 | 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      | $-4820.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                        | VCAT LLC, Series 2026-NPL1, Class A1                                                              | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218000 | PA      | $218544.13    | 0.06%             | 2056-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EverCommerce Solutions, Inc.                                                    | EverCommerce Solutions, Inc., First Lien, CME Term Loan                                           | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |    598438 | PA      | $592453.13    | 0.16%             | 2031-07-07      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5302300 | PA      | $10070.34     | 0.00%             |  |  |  | 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        |    900000 | PA      | $913025.32    | 0.25%             | 2031-09-16      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                               | Solstice Advanced Materials, Inc.                                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271554.12    | 0.08%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                        | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415514.80    | 0.12%             | 2033-06-15      | Fixed         | 6.38%                 | 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        |  14078726 | PA      | $579614.11    | 0.16%             | 2057-09-15      | Variable      | 1.31%                 | 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        |    589170 | PA      | $594879.25    | 0.16%             | 2032-10-11      | Variable      | 5.22%                 | 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        |    571456 | PA      | $346866.85    | 0.10%             | 2047-05-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                   | Hologic, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    580000 | PA      | $576485.20    | 0.16%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30530.40     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                                       | Nova Ltd.                                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     73000 | PA      | $117240.19    | 0.03%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-2, Class A11                                              | CUSIP: 46593NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381676 | PA      | $383463.16    | 0.11%             | 2055-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -26 | NC      | $47720.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $488831.25    | 0.14%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-38, Class A3                                                  | CUSIP: 12667GZ30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320038 | PA      | $291528.24    | 0.08%             | 2035-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class D                 | CUSIP: 46639YAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122593 | PA      | $1287.22      | 0.00%             | 2046-04-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4605400 | PA      | $66871.11     | 0.02%             |  |  |  | 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        |    510000 | PA      | $487764.91    | 0.14%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                           | Veritiv Operating Co.                                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101839.72    | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    303000 | PA      | $299429.64    | 0.08%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-71828.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    964000 | PA      | $1024227.49   | 0.28%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                             | Armenia Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |    900000 | PA      | $819839.18    | 0.23%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                            | Boots Group Finco LP, First Lien, Closing Date Dollar CME Term Loan                               | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |    187672 | PA      | $188571.29    | 0.05%             | 2032-08-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    355000 | PA      | $371434.73    | 0.10%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4099200 | PA      | $146952.36    | 0.04%             |  |  |  | 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        |    204197 | PA      | $203430.77    | 0.06%             | 2029-10-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 427, Class C93                                                                       | CUSIP: 31423XQX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5481147 | PA      | $946588.52    | 0.26%             | 2042-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                          | Suriname Government Bond                                                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    300000 | PA      | $323613.00    | 0.09%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-63, Class SP                                                                    | CUSIP: 38382FGY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3541649 | PA      | $431113.19    | 0.12%             | 2050-05-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                         | Columbus McKinnon Corp., First Lien, CME Term Loan, B                                             | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83989 | PA      | $83568.57     | 0.02%             | 2033-01-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $-12633.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                                | Cloudflare, Inc.                                                                                  | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153061.98    | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    134000 | PA      | $-689.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                        | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN3, Class M2                        | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | CORP              | US        |   1746000 | PA      | $1812655.12   | 0.50%             | 2051-11-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                                   | Wayfair, Inc.                                                                                     | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    153000 | PA      | $262226.70    | 0.07%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8130000 | PA      | $-12751.65    | -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        |   1034000 | PA      | $1025914.84   | 0.28%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW Bank                                                                                          | CUSIP: 62939MB97<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   1900000 | PA      | $1898081.38   | 0.53%             | 2026-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150107.34    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-DNA1, Class B2                                                     | CUSIP: 35563KBE9<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $391530.20    | 0.11%             | 2049-01-25      | Floating      | 14.56%                | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                        | Spirit AeroSystems, Inc.                                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    905000 | PA      | $911426.07    | 0.25%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1                              | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459000 | PA      | $468105.09    | 0.13%             | 2040-01-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    509000 | PA      | $525842.81    | 0.15%             | 2030-02-15      | Fixed         | 7.00%                 | 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        |    400663 | PA      | $377209.93    | 0.10%             | 2046-08-25      | Floating      | 4.17%                 | 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        |    364000 | PA      | $358131.48    | 0.10%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H23, Class BI                                                                   | CUSIP: 38376RHE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1395781 | PA      | $36495.48     | 0.01%             | 2065-09-20      | Variable      | 1.75%                 | 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        |    404000 | PA      | $385250.00    | 0.11%             | 2051-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                       | UKG, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    454262 | PA      | $443945.22    | 0.12%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4000, Class PI                                                                      | CUSIP: 3137ALYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243557 | PA      | $31688.02     | 0.01%             | 2042-01-15      | Fixed         | 4.50%                 | 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        |    590000 | PA      | $589448.35    | 0.16%             | 2031-05-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                             | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    860000 | PA      | $885683.90    | 0.25%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225445.66    | 0.06%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     27000 | PA      | $396.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288683.23    | 0.08%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                   | Lendbuzz Securitization Trust, Series 2026-1A, Class C                                            | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193000 | PA      | $193888.42    | 0.05%             | 2031-09-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11000000 | PA      | $11121870.87  | 3.08%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3621.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    548000 | PA      | $565065.40    | 0.16%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $576620.45    | 0.16%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    215000 | PA      | $-94851.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Chris Beararducci

**Name of Signer:** Chris Beararducci

**Title:** Principal Financial Officer