# EDGAR Filing Document

**Accession Number:** 0000794614
**File Stem:** 0002071691-26-014430
**Filing Date:** 2026-6
**Character Count:** 411474
**Document Hash:** ef367dfa91b42bab4ae6274d8a446e39
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014430.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0002071691-26-014430

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM GLOBAL INCOME TRUST
- **CENTRAL INDEX KEY:** 0000794614

**ORGANIZATION NAME:**
- **EIN:** 046549525
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04524
- **FILM NUMBER:** 261113779

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PUTNAM GOVERNMENT INCOME GLOBAL TRUST
- **DATE OF NAME CHANGE:** 19870225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PUTNAM GLOBAL GOVERNMENT INCOME TRUST
- **DATE OF NAME CHANGE:** 19870115

## Series and Classes Contracts Data

### PUTNAM GLOBAL INCOME TRUST (Series ID: S000005653)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000015446 | Class C Shares |  |
| C000015447 | Class Y Shares |  |
| C000015448 | Class A Shares | PGGIX           |
| C000015451 | Class R Shares | PGBRX           |
| C000118067 | Class R5       |  |
| C000118068 | Class R6       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04524

- **c. CIK number of Registrant:** 0000794614

- **d. LEI of Registrant:** YG36PGJJVUMHC9JGGU34

- **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 Global Income Trust

- **b. EDGAR series identifier (if any):** S000005653

- **c. LEI of Series:** YG36PGJJVUMHC9JGGU34

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $256014340.44

**Total Liabilities:** $40611475.15

**Net Assets:** $215402865.29

**Delayed Delivery Securities:** $34302820.32

**Cash Not Reported:** $392207.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -469.59000000 | **1-Year:** -6795.94000000 | **5-Year:** -21962.22000000 | **10-Year:** -30717.73000000 | **30-Year:** -19352.73000000

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

- **3-Month:** -71.78000000 | **1-Year:** 2360.16000000 | **5-Year:** -4162.38000000 | **10-Year:** -11192.54000000 | **30-Year:** -20394.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015446 | 1.19%                | -2.39%               | 0.70%                |
| Class ID C000015447 | 1.26%                | -2.29%               | 0.79%                |
| Class ID C000015448 | 1.24%                | -2.31%               | 0.77%                |
| Class ID C000015451 | 1.12%                | -2.34%               | 0.74%                |
| Class ID C000118067 | 1.27%                | -2.28%               | 0.80%                |
| Class ID C000118068 | 1.17%                | -2.28%               | 0.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1146.34                | $1208329.68                                |
| Month 2  | $-62648.63               | $-4968595.19                               |
| Month 3  | $48380.07                | $1087376.71                                |

**Designated Index Information**

- **Index Name:** LEGATRUU Index

- **Index Identifier:** BM0683

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                            | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94661.91     | 0.04%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       9000 | PA      | $7612.15      | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                            | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108238.10    | 0.05%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                            | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89215.42     | 0.04%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     345000 | PA      | $341559.24    | 0.16%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                              | A&D Mortgage Trust, Series 2023-NQM5, Class A1                                        | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-MBS          | CORP              | US        |     522991 | PA      | $527575.70    | 0.24%             | 2068-11-25      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                          | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      63000 | PA      | $63897.26     | 0.03%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                          | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     125000 | PA      | $122748.18    | 0.06%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                          | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39128.94     | 0.02%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     660000 | PA      | $603419.39    | 0.28%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $148177.77    | 0.07%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 17 Ltd.                                                               | AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R                                         | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     350000 | PA      | $350924.81    | 0.16%             | 2037-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                    | Airbnb, Inc.                                                                          | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94866.37     | 0.04%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                    | Airbnb, Inc.                                                                          | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49884.22     | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                         | Sumisho Air Lease Corp.                                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     139000 | PA      | $141680.42    | 0.07%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                           | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     190000 | PA      | $174884.21    | 0.08%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     287000 | PA      | $305460.36    | 0.14%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                      | Alexander Funding Trust II                                                            | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $252630.35    | 0.12%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                  | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     256000 | PA      | $253362.29    | 0.12%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XII Ltd.                                                            | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                       | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250767.77    | 0.12%             | 2037-07-21      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4001811.35   | 1.86%             | 2056-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4187576.70   | 1.94%             | 2056-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1751210.04   | 0.81%             | 2056-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $910370.73    | 0.42%             | 2056-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1090000 | PA      | $-1022343.51  | -0.47%            | 2056-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $3848160.20   | 1.79%             | 2056-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2955973.86   | 1.37%             | 2056-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $4020522.40   | 1.87%             | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2041977.56   | 0.95%             | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5188128.50   | 2.41%             | 2056-05-25      | Fixed         | 6.50%                 | 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        |     153602 | PA      | $152921.66    | 0.07%             | 2046-06-25      | Floating      | 4.45%                 | 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        |      81905 | PA      | $76254.77     | 0.04%             | 2046-08-25      | Floating      | 4.47%                 | 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        |     215242 | PA      | $192158.09    | 0.09%             | 2046-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                      | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98831.12     | 0.05%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                      | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     149000 | PA      | $146871.88    | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                      | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19698.60     | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                      | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128192.20    | 0.06%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                    | Ameren Corp.                                                                          | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     198000 | PA      | $201017.94    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                            | United Kingdom Gilt                                                                   | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     420000 | PA      | $594560.21    | 0.28%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc.                                                     | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      98000 | PA      | $101388.24    | 0.05%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc., Series C                                           | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     285000 | PA      | $283591.62    | 0.13%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc., Series D                                           | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94742.86     | 0.04%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                            | American Express Co.                                                                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     311000 | PA      | $312866.81    | 0.15%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     446000 | PA      | $441847.84    | 0.21%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195587.52    | 0.09%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     217000 | PA      | $204321.58    | 0.09%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74097.70     | 0.03%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                           | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     185000 | PA      | $189717.51    | 0.09%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                           | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      93000 | PA      | $89491.28     | 0.04%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                  | Amphenol Corp.                                                                        | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     240000 | PA      | $234693.47    | 0.11%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                        | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                     | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     221736 | PA      | $221846.96    | 0.10%             | 2069-09-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | Anglo American Capital plc                                                            | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $197869.33    | 0.09%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                              | Angola Government Bond                                                                | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     260000 | PA      | $266755.74    | 0.12%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                                                            | Apex Credit CLO Ltd., Series 2024-2A, Class A                                         | CUSIP: 03753EAA0<br>LEI: 213800V47GF24QSFBA63 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250865.67    | 0.12%             | 2037-07-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                | AptarGroup, Inc.                                                                      | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129124.61    | 0.06%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                                                     | AREIT Trust, Series 2022-CRE6, Class A                                                | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     140547 | PA      | $140759.82    | 0.07%             | 2037-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                           | Arroyo Mortgage Trust, Series 2019-3, Class A3                                        | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41786 | PA      | $40268.19     | 0.02%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                        | Arthur J Gallagher & Co.                                                              | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126242.10    | 0.06%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     435000 | PA      | $432538.83    | 0.20%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                 | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     385000 | PA      | $360333.82    | 0.17%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                 | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     320000 | PA      | $321790.01    | 0.15%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                 | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     222000 | PA      | $221306.20    | 0.10%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | Athene Holding Ltd.                                                                   | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     108000 | PA      | $99382.34     | 0.05%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | Aviation Capital Group LLC                                                            | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     270000 | PA      | $277316.60    | 0.13%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | Aviation Capital Group LLC                                                            | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     260000 | PA      | $264337.74    | 0.12%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | Aviation Capital Group LLC                                                            | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277093.58    | 0.13%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     270000 | PA      | $276756.03    | 0.13%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     295000 | PA      | $293568.04    | 0.14%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                     | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     510000 | PA      | $499928.04    | 0.23%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                 | BAE Systems plc                                                                       | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     685000 | PA      | $699629.53    | 0.32%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                     | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     143000 | PA      | $130302.67    | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C3, Class B                           | CUSIP: 05550MAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     246000 | PA      | $229261.79    | 0.11%             | 2052-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2020-C8, Class XA                                        | CUSIP: 05552ABG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4420599 | PA      | $241277.19    | 0.11%             | 2053-10-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                        | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $399999.92    | 0.19%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                               | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $246611.43    | 0.11%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2025-VOLT, Class A                                                   | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $120133.72    | 0.06%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2025-ARIA, Class C                                                   | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     436000 | PA      | $438003.07    | 0.20%             | 2042-12-13      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                    | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                               | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250247.29    | 0.12%             | 2035-04-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $199510.36    | 0.09%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     597000 | PA      | $554770.26    | 0.26%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     368000 | PA      | $370235.08    | 0.17%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210807.67    | 0.10%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      97000 | PA      | $98826.35     | 0.05%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      98000 | PA      | $100268.61    | 0.05%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                       | Bank of Nova Scotia (The)                                                             | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $352147.52    | 0.16%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2019-BN20, Class XA                                                      | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8718692 | PA      | $201078.33    | 0.09%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2020-BN30, Class XA                                                      | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6772420 | PA      | $305417.83    | 0.14%             | 2053-12-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BankUnited Trust                                                                | BankUnited Trust, Series 2005-1, Class 1A1                                            | CUSIP: 06652DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46890 | PA      | $44943.63     | 0.02%             | 2045-09-25      | Floating      | 4.37%                 | 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        |     200000 | PA      | $197724.14    | 0.09%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Battalion CLO X Ltd.                                                            | Battalion CLO X Ltd., Series 2016-10A, Class A1R3                                     | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |     271375 | PA      | $271668.10    | 0.13%             | 2035-01-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Battalion CLO 18 Ltd.                                                           | Battalion CLO 18 Ltd., Series 2020-18A, Class ARR                                     | CUSIP: 07134QAY2<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |     260000 | PA      | $260301.71    | 0.12%             | 2036-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust                                       | Bayview Opportunity Master Fund VII Trust, Series 2023-1A, Class A                    | CUSIP: 072927AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89042 | PA      | $90786.33     | 0.04%             | 2060-10-28      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | Truist Bank                                                                           | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248444.53    | 0.12%             | 2029-09-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                            | Beignet Investor LLC                                                                  | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     121000 | PA      | $125070.45    | 0.06%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class AS                                   | CUSIP: 08164HBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220000 | PA      | $224071.32    | 0.10%             | 2059-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class XA                                   | CUSIP: 08164HBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1965907 | PA      | $120980.55    | 0.06%             | 2059-03-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                              | Berry Global, Inc.                                                                    | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     292000 | PA      | $286475.77    | 0.13%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                              | Berry Global, Inc.                                                                    | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25471.43     | 0.01%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                          | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R                                     | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250779.81    | 0.12%             | 2037-10-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     169000 | PA      | $166283.64    | 0.08%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      36000 | PA      | $38502.25     | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     110000 | PA      | $121973.19    | 0.06%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      62000 | PA      | $42771.31     | 0.02%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      85000 | PA      | $68645.57     | 0.03%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      97000 | PA      | $87211.60     | 0.04%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     188000 | PA      | $138240.29    | 0.06%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     152000 | PA      | $150258.43    | 0.07%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      24000 | PA      | $22687.29     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      45000 | PA      | $38949.89     | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     165000 | PA      | $114693.31    | 0.05%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3051.27      | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5245.07      | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     139000 | PA      | $154507.08    | 0.07%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2024-NQM2, Class A1                           | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113344 | PA      | $114157.67    | 0.05%             | 2064-02-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $202260.00    | 0.09%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                        | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     600000 | PA      | $598630.06    | 0.28%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                        | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     364000 | PA      | $354781.01    | 0.16%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                        | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104007.93    | 0.05%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                        | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14922.84     | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                   | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     246000 | PA      | $245763.70    | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                   | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      89000 | PA      | $88853.82     | 0.04%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                 | Brunswick Corp.                                                                       | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     297000 | PA      | $258940.10    | 0.12%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $111333.72    | 0.05%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                       | CBAM Ltd., Series 2017-2A, Class AR                                                   | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |     175000 | PA      | $175325.67    | 0.08%             | 2034-07-17      | Floating      | 5.13%                 | 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        |     323000 | PA      | $296522.17    | 0.14%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E                              | CUSIP: 12527DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230000 | PA      | $217647.55    | 0.10%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                              | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $204261.62    | 0.09%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2021-4A, Class AR                                           | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250662.11    | 0.12%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                 | First-Citizens Bank & Trust Co.                                                       | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     276000 | PA      | $282843.60    | 0.13%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2021-7A, Class AR                                           | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |     909000 | PA      | $909135.05    | 0.42%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                      | CSMC Trust, Series 2016-NXSR, Class AS                                                | CUSIP: 12594PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267000 | PA      | $262369.90    | 0.12%             | 2049-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                             | CNA Financial Corp.                                                                   | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     162000 | PA      | $160743.67    | 0.07%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C                              | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     371000 | PA      | $348415.38    | 0.16%             | 2050-04-15      | Variable      | 3.89%                 | 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        |     166612 | PA      | $94345.55     | 0.04%             | 2046-11-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR14, Class C                                        | CUSIP: 12630DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     222000 | PA      | $217691.36    | 0.10%             | 2047-02-10      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR17, Class C                                        | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     459000 | PA      | $434083.64    | 0.20%             | 2047-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2016-C6, Class AS                             | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |      99170 | PA      | $98877.20     | 0.05%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     127000 | PA      | $117751.71    | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                      | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      85000 | PA      | $74552.29     | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     220000 | PA      | $228401.21    | 0.11%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA19, Class A1                                    | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116865 | PA      | $95480.59     | 0.04%             | 2047-02-20      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $205170.06    | 0.10%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     295000 | PA      | $295323.53    | 0.14%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                 | Canadian Natural Resources Ltd.                                                       | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     238000 | PA      | $265319.65    | 0.12%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                 | Canadian Natural Resources Ltd.                                                       | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     104000 | PA      | $105522.54    | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                           | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     104000 | PA      | $102593.04    | 0.05%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                           | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     165000 | PA      | $162386.70    | 0.08%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                             | Carlisle Cos., Inc.                                                                   | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95514.16     | 0.04%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     516000 | PA      | $504116.61    | 0.23%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     298000 | PA      | $302483.11    | 0.14%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     275000 | PA      | $276726.45    | 0.13%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     295000 | PA      | $294269.26    | 0.14%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                                  | Carrington Mortgage Loan Trust, Series 2006-NC2, Class A4                             | CUSIP: 14453FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      77247 | PA      | $75643.91     | 0.04%             | 2036-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII Ltd.                                                        | Cathedral Lake VIII Ltd., Series 2021-8A, Class A1R                                   | CUSIP: 14919GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $400324.20    | 0.19%             | 2035-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $76368.07     | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $122035.40    | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                           | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83274 | PA      | $83594.59     | 0.04%             | 2056-05-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-10, Class A11                          | CUSIP: 16160BBD8<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |      84279 | PA      | $84512.59     | 0.04%             | 2056-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     242000 | PA      | $240804.82    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     137000 | PA      | $125421.18    | 0.06%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                                 | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34614.66     | 0.02%             | 2036-07-30      | Fixed         | 5.20%                 | 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        |     134272 | PA      | $121008.33    | 0.06%             | 2047-11-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                 | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     230000 | PA      | $233162.50    | 0.11%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | Cipher Compute LLC                                                                    | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $508501.99    | 0.24%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class A5                         | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     238000 | PA      | $235672.05    | 0.11%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                       | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     485000 | PA      | $479690.38    | 0.22%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                       | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     190000 | PA      | $192440.90    | 0.09%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62528.63     | 0.03%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc., Series GG                                                            | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     416000 | PA      | $422636.03    | 0.20%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO Global Funding                                                                    | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      54000 | PA      | $54413.64     | 0.03%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                              | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     240000 | PA      | $251640.00    | 0.12%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2023-3, Class A1                                     | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |     500800 | PA      | $503885.34    | 0.23%             | 2068-09-25      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                            | Columbia Pipelines Operating Co. LLC                                                  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $99428.65     | 0.05%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                         | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     368000 | PA      | $363740.13    | 0.17%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-LC19, Class C                                        | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195367 | PA      | $190613.22    | 0.09%             | 2048-02-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | Commonwealth Bank of Australia                                                        | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     400000 | PA      | $414542.15    | 0.19%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                           | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     580000 | PA      | $570137.91    | 0.26%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17396 | PA      | $17431.22     | 0.01%             | 2043-09-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1                  | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39068 | PA      | $39377.19     | 0.02%             | 2042-09-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                  | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12170 | PA      | $12170.72     | 0.01%             | 2044-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2                  | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127000 | PA      | $129779.38    | 0.06%             | 2042-03-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                  | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $122070.17    | 0.06%             | 2042-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                  | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     289463 | PA      | $290632.90    | 0.13%             | 2041-12-25      | Floating      | 5.30%                 | 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        |     406072 | PA      | $411239.59    | 0.19%             | 2042-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25295 | PA      | $25355.43     | 0.01%             | 2043-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3261 | PA      | $3261.30      | 0.00%             | 2044-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1                  | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8053 | PA      | $8050.73      | 0.00%             | 2041-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122928 | PA      | $123169.86    | 0.06%             | 2045-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1                  | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168665 | PA      | $168770.65    | 0.08%             | 2045-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R06, Class 1A1                  | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     234793 | PA      | $235051.55    | 0.11%             | 2045-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2A1                  | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420139 | PA      | $420273.77    | 0.20%             | 2046-01-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2M1                  | CUSIP: 20755BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     451856 | PA      | $452140.08    | 0.21%             | 2046-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72382 | PA      | $72456.08     | 0.03%             | 2045-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                  | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44815 | PA      | $44832.66     | 0.02%             | 2045-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1                  | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     241258 | PA      | $242103.43    | 0.11%             | 2044-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98951 | PA      | $99118.62     | 0.05%             | 2045-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1                  | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     203341 | PA      | $203559.03    | 0.09%             | 2045-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                  | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17461 | PA      | $17464.22     | 0.01%             | 2044-03-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     342000 | PA      | $349008.91    | 0.16%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                   | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      99000 | PA      | $106120.34    | 0.05%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                   | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     120000 | PA      | $127554.93    | 0.06%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                   | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     184000 | PA      | $179867.59    | 0.08%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                   | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94034.67     | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                      | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     149000 | PA      | $145906.45    | 0.07%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                               | Corp. Nacional del Cobre de Chile                                                     | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $212400.00    | 0.10%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $856734.09    | 0.40%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $933223.25    | 0.43%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2000000 | PA      | $2014366.96   | 0.94%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -2000000 | PA      | $-2039228.00  | -0.95%            | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                          | Costa Rica Government Bond                                                            | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     310000 | PA      | $323004.50    | 0.15%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortgage Trust                                         | Credit Suisse Commercial Mortgage Trust, Series 2006-C4, Class AX                     | CUSIP: 22545MAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        147 | PA      | $0.14         | 0.00%             | 2039-09-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortgage Trust                                         | Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX                     | CUSIP: 22545YBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     614587 | PA      | $158.69       | 0.00%             | 2049-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                            | Cross Mortgage Trust, Series 2024-H1, Class A1                                        | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191703 | PA      | $192763.38    | 0.09%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                            | Cross Mortgage Trust, Series 2024-H3, Class A1                                        | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     187313 | PA      | $188971.14    | 0.09%             | 2069-06-25      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                            | Cross Mortgage Trust, Series 2024-H4, Class A1                                        | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     444336 | PA      | $448511.12    | 0.21%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                              | Crown Castle, Inc.                                                                    | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     172000 | PA      | $170125.48    | 0.08%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                              | Crown Castle, Inc.                                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98659.79     | 0.05%             | 2028-02-15      | Fixed         | 3.80%                 | 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        |     548119 | PA      | $536113.03    | 0.25%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                 | DR Horton, Inc.                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69334.13     | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                  | DTE Energy Co.                                                                        | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     155000 | PA      | $155989.33    | 0.07%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                | DTE Electric Co.                                                                      | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     165000 | PA      | $167403.43    | 0.08%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                | DTE Electric Co., Series A                                                            | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     125000 | PA      | $122270.30    | 0.06%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                              | DT Midstream, Inc.                                                                    | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $319623.37    | 0.15%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 7 Ltd.                                                     | Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A                                | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250436.90    | 0.12%             | 2037-07-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                     | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     185000 | PA      | $168636.29    | 0.08%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                     | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     200000 | PA      | $142089.29    | 0.07%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc.                                                                 | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140328.58    | 0.07%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                     | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     368000 | PA      | $363200.20    | 0.17%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                     | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26259.45     | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                     | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      63000 | PA      | $60312.64     | 0.03%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR Properties                                                                        | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57841.05     | 0.03%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     260000 | PA      | $262327.00    | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      53000 | PA      | $49993.34     | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     137000 | PA      | $142607.30    | 0.07%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                     | Eaton Corp.                                                                           | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196970.77    | 0.09%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     140000 | PA      | $126217.49    | 0.06%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                              | Elevation CLO Ltd., Series 2021-13A, Class A1R                                        | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250184.14    | 0.12%             | 2034-07-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                              | Elmwood CLO I Ltd., Series 2019-1A, Class A1R3                                        | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     225000 | PA      | $224553.39    | 0.10%             | 2037-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 33 Ltd.                                                             | Elmwood CLO 33 Ltd., Series 2024-9RA, Class AR                                        | CUSIP: 29001EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250677.01    | 0.12%             | 2037-10-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                            | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                      | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250661.32    | 0.12%             | 2037-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 27 Ltd.                                                             | Elmwood CLO 27 Ltd., Series 2024-3A, Class A                                          | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $300150.00    | 0.14%             | 2037-04-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP, Series B                                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     330000 | PA      | $333956.70    | 0.16%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     203000 | PA      | $207383.64    | 0.10%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                    | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122611.05    | 0.06%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                         | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     410000 | PA      | $463165.63    | 0.22%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                         | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     235000 | PA      | $231222.20    | 0.11%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                   | Equinix, Inc.                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     168000 | PA      | $160405.88    | 0.07%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49747.77     | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                          | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     126000 | PA      | $129292.30    | 0.06%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                          | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     383000 | PA      | $390207.25    | 0.18%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                       | FMC Corp.                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     155000 | PA      | $102829.14    | 0.05%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                            | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     175000 | PA      | $173846.58    | 0.08%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2018-C02, Class 2M2                  | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      10215 | PA      | $10349.92     | 0.00%             | 2030-08-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     835343 | PA      | $764300.20    | 0.35%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133KR5T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1139199 | PA      | $1174028.44   | 0.55%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 406, Class F30                                                          | CUSIP: 3133Q3H79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     175688 | PA      | $177298.07    | 0.08%             | 2053-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-42, Class SA                                                        | CUSIP: 3136B5VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2154627 | PA      | $221175.46    | 0.10%             | 2049-08-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2021-14, Class CI                                                        | CUSIP: 3136BFDQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4106762 | PA      | $917664.26    | 0.43%             | 2049-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2022-13, Class CI                                                        | CUSIP: 3136BL6M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3792151 | PA      | $564218.67    | 0.26%             | 2051-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2023-49, Class IA                                                        | CUSIP: 3136BQKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329936 | PA      | $42160.13     | 0.02%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-82, Class FE                                                        | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229043 | PA      | $230164.57    | 0.11%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-77, Class DF                                                        | CUSIP: 3136BTWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185465 | PA      | $187772.86    | 0.09%             | 2053-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-105, Class FC                                                       | CUSIP: 3136BUBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     729528 | PA      | $736256.82    | 0.34%             | 2055-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-98, Class FA                                                        | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     363668 | PA      | $367242.30    | 0.17%             | 2053-12-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-103, Class FB                                                       | CUSIP: 3136BUQG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     676560 | PA      | $681314.60    | 0.32%             | 2055-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2025-25, Class FB                                                        | CUSIP: 3136BVJR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     374704 | PA      | $376676.13    | 0.17%             | 2055-04-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5077, Class GI                                                          | CUSIP: 3137F94J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2723880 | PA      | $565130.57    | 0.26%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Multi-family Structured Pass-Through Certificates, Series K098, Class X1       | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2705383 | PA      | $89108.00     | 0.04%             | 2029-08-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Multi-family Structured Pass-Through Certificates, Series K113, Class XAM      | CUSIP: 3137FV5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2243000 | PA      | $130935.57    | 0.06%             | 2030-06-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5116, Class BI                                                          | CUSIP: 3137H0JE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3716551 | PA      | $745735.33    | 0.35%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5160, Class IA                                                          | CUSIP: 3137H3WE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5396, Class FG                                                          | CUSIP: 3137HC4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     444126 | PA      | $446860.14    | 0.21%             | 2054-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5466, Class FG                                                          | CUSIP: 3137HFPC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     854087 | PA      | $858257.95    | 0.40%             | 2054-10-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140ABD77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1039254 | PA      | $1062140.40   | 0.49%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140XEB45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     760674 | PA      | $694741.18    | 0.32%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                         | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     480072 | PA      | $401509.60    | 0.19%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     225000 | PA      | $225888.08    | 0.10%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-FL1, Class A1                                                | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     118352 | PA      | $118366.63    | 0.05%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-FL2, Class A1                                                | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135502 | PA      | $134802.02    | 0.06%             | 2055-11-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FirstEnergy Transmission LLC                                                          | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     155000 | PA      | $154916.90    | 0.07%             | 2030-01-15      | Fixed         | 4.55%                 | 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      | $201449.41    | 0.09%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     355000 | PA      | $373741.34    | 0.17%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $213881.64    | 0.10%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208256.05    | 0.10%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Franklin Ultra Short Bond ETF                                                   | Franklin Ultra Short Bond ETF                                                         | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             |  | RF                | US        |     217238 | NS      | $5435294.76   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                                  | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |      18813 | PA      | $18832.24     | 0.01%             | 2043-06-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class A1                                   | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     123944 | PA      | $124713.22    | 0.06%             | 2043-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                                   | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |      45145 | PA      | $45406.29     | 0.02%             | 2043-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A                                  | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |       4428 | PA      | $4438.47      | 0.00%             | 2042-09-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1B                                  | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |      24000 | PA      | $24817.67     | 0.01%             | 2042-09-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |      34430 | PA      | $34519.53     | 0.02%             | 2034-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |     273438 | PA      | $274078.66    | 0.13%             | 2041-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |     889000 | PA      | $893413.35    | 0.41%             | 2041-11-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                  | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     121961 | PA      | $123408.15    | 0.06%             | 2043-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A                                  | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |      31951 | PA      | $31963.56     | 0.01%             | 2042-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A                                  | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |       2207 | PA      | $2208.02      | 0.00%             | 2042-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                  | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30527.26     | 0.01%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M1A                                  | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |     181809 | PA      | $184046.60    | 0.09%             | 2042-06-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class A1                                   | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |     133701 | PA      | $134332.71    | 0.06%             | 2044-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class A1                                   | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     103395 | PA      | $103859.30    | 0.05%             | 2044-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |      38710 | PA      | $38752.29     | 0.02%             | 2045-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class M1                                   | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |     225493 | PA      | $225604.34    | 0.10%             | 2045-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Structured Agency Credit Risk                                                   | Structured Agency Credit Risk, Series 2026-DNA1, Class M1                             | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225404 | PA      | $225327.91    | 0.10%             | 2046-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179TSH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1531320 | PA      | $1458540.16   | 0.68%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                            | Ally Financial, Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     162000 | PA      | $181011.42    | 0.08%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618FRPC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     475383 | PA      | $497230.23    | 0.23%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618G7SL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     639775 | PA      | $663597.33    | 0.31%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618G7ST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     299710 | PA      | $313200.04    | 0.15%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                          | GSAA Home Equity Trust, Series 2006-15, Class AF3A                                    | CUSIP: 3622E8AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     815587 | PA      | $265118.82    | 0.12%             | 2036-09-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                              | GS Mortgage Securities Corp. Trust                                                    | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $341036.01    | 0.16%             | 2037-09-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                           | Haleon US Capital LLC                                                                 | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247967.09    | 0.12%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                           | Haleon US Capital LLC                                                                 | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     310000 | PA      | $301464.67    | 0.14%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     190000 | PA      | $193492.20    | 0.09%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     175000 | PA      | $180097.64    | 0.08%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66440.30     | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105006.49    | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69440.67     | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | Georgia-Pacific LLC                                                                   | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     280000 | PA      | $283810.48    | 0.13%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                               | Georgia Power Co.                                                                     | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     121000 | PA      | $121905.65    | 0.06%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                               | Georgia Power Co.                                                                     | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     275000 | PA      | $280326.63    | 0.13%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC                                                                  | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     247000 | PA      | $261933.33    | 0.12%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC                                                                  | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     396000 | PA      | $407135.56    | 0.19%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC                                                                  | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     170000 | PA      | $171258.78    | 0.08%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     172000 | PA      | $174066.93    | 0.08%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69855.27     | 0.03%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The), Series U                                             | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      57000 | PA      | $56855.29     | 0.03%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      85000 | PA      | $83130.55     | 0.04%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-H12, Class BI                                                       | CUSIP: 38375UJE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     599443 | PA      | $22515.69     | 0.01%             | 2064-05-20      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H19, Class MI                                                       | CUSIP: 38375UK25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     442711 | PA      | $15974.56     | 0.01%             | 2067-04-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-H21, Class AI                                                       | CUSIP: 38375UQB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     379284 | PA      | $18605.02     | 0.01%             | 2064-10-20      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H02, Class BI                                                       | CUSIP: 38375UYG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     545925 | PA      | $22840.34     | 0.01%             | 2067-01-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H23, Class NI                                                       | CUSIP: 38376RA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     606867 | PA      | $29977.41     | 0.01%             | 2066-10-20      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H25, Class AI                                                       | CUSIP: 38376RJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     326187 | PA      | $7013.04      | 0.00%             | 2065-09-20      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H26, Class DI                                                       | CUSIP: 38376RJW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     297581 | PA      | $16036.63     | 0.01%             | 2065-10-20      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H26, Class EI                                                       | CUSIP: 38376RJY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     407172 | PA      | $15025.07     | 0.01%             | 2065-10-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H04, Class BI                                                       | CUSIP: 38376RT30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     629774 | PA      | $27352.86     | 0.01%             | 2067-02-20      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2010-171, Class SB                                                       | CUSIP: 38377NRE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     267368 | PA      | $29317.34     | 0.01%             | 2040-12-16      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-76                                                                  | CUSIP: 38379B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     159449 | PA      | $32247.86     | 0.01%             | 2044-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-102, Class IG                                                       | CUSIP: 38379CU79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23557 | PA      | $250.57       | 0.00%             | 2041-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-75, Class LI                                                        | CUSIP: 38379YFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     261205 | PA      | $35811.14     | 0.02%             | 2040-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-190                                                                 | CUSIP: 38380RJM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3497933 | PA      | $262507.95    | 0.12%             | 2062-11-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-17                                                                  | CUSIP: 38380RNX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2209509 | PA      | $170344.55    | 0.08%             | 2061-01-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-189                                                                 | CUSIP: 38381D7S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4690338 | PA      | $286639.24    | 0.13%             | 2061-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-97, Class NI                                                        | CUSIP: 38382VKU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6817599 | PA      | $742200.62    | 0.34%             | 2049-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-117, Class MI                                                       | CUSIP: 38382WEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2633507 | PA      | $403056.98    | 0.19%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-182, Class TI                                                       | CUSIP: 38383CAC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2496023 | PA      | $465514.45    | 0.22%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-214, Class AI                                                       | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2818518 | PA      | $558361.47    | 0.26%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2022-160, Class IB                                                       | CUSIP: 38383YSF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4684611 | PA      | $967891.64    | 0.45%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-4, Class GI                                                         | CUSIP: 38384HZX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1680321 | PA      | $413866.15    | 0.19%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-186                                                                 | CUSIP: 38384XVG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3089928 | PA      | $454580.00    | 0.21%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-169, Class FC                                                       | CUSIP: 38385HLF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     327022 | PA      | $329202.66    | 0.15%             | 2055-10-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $218345.00    | 0.10%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      59000 | PA      | $55089.36     | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                             | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205070.39    | 0.10%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                             | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     263000 | PA      | $253793.49    | 0.12%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                  | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     139000 | PA      | $138529.01    | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                  | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     162000 | PA      | $161116.11    | 0.07%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                             | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79016.75     | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                             | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     165000 | PA      | $163190.16    | 0.08%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                             | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88581.49     | 0.04%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                             | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59103.42     | 0.03%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     174000 | PA      | $167840.98    | 0.08%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34013.06     | 0.02%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                    | Humana, Inc.                                                                          | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     180000 | PA      | $183563.23    | 0.09%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                              | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     185000 | PA      | $187946.58    | 0.09%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                              | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122345.34    | 0.06%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52555.95     | 0.02%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208942.15    | 0.10%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86690.49     | 0.04%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     497000 | PA      | $506052.84    | 0.23%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     215000 | PA      | $216692.35    | 0.10%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                  | Illumina, Inc.                                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150101.26    | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                          | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     275000 | PA      | $276517.09    | 0.13%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                     | Intel Corp.                                                                           | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     380000 | PA      | $365619.02    | 0.17%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                     | Intel Corp.                                                                           | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     101495 | PA      | $101107.87    | 0.05%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                     | Intel Corp.                                                                           | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      62319 | PA      | $61898.05     | 0.03%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                 | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199667.58    | 0.09%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                        | IPALCO Enterprises, Inc.                                                              | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     315000 | PA      | $304309.05    | 0.14%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Iskandar Enterprise LLC                                                         | Iskandar Enterprise LLC, Series 2026-1A, Class A21                                    | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     502000 | PA      | $503160.82    | 0.23%             | 2056-04-17      | Fixed         | 5.05%                 | 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        |     192000 | PA      | $184522.79    | 0.09%             | 2029-02-02      | Fixed         | 3.00%                 | 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: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      45000 | PA      | $44945.78     | 0.02%             | 2037-03-10      | Fixed         | 5.62%                 | 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: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      45000 | PA      | $44310.60     | 0.02%             | 2057-05-10      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                      | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class XA                | CUSIP: 46591EAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7057878 | PA      | $228295.54    | 0.11%             | 2052-06-13      | Variable      | 1.58%                 | 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        |     418533 | PA      | $419967.21    | 0.19%             | 2055-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-LC9, Class D      | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441000 | PA      | $430794.16    | 0.20%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                 | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420677 | PA      | $6.56         | 0.00%             | 2047-09-15      | Variable      | 0.55%                 | 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        |     168076 | PA      | $166121.72    | 0.08%             | 2047-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     121000 | PA      | $125588.63    | 0.06%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1089080.75   | 0.51%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     337000 | PA      | $343061.70    | 0.16%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     133000 | PA      | $136244.17    | 0.06%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      95000 | PA      | $96424.09     | 0.04%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                 | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     155678 | PA      | $156120.59    | 0.07%             | 2054-03-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1                                | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     486086 | PA      | $489416.68    | 0.23%             | 2064-11-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     975900 | PA      | $22373.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     975900 | PA      | $134190.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1140000 | PA      | $32539.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1140000 | PA      | $132327.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     261200 | PA      | $49829.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     261200 | PA      | $1985.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1458600 | PA      | $357388.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1458600 | PA      | $2257.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     658500 | PA      | $8697.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2565500 | PA      | $33156.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2565500 | PA      | $27689.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     658500 | PA      | $41297.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2033100 | PA      | $26545.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      16000 | PA      | $-709.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      16000 | PA      | $3154.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1958200 | PA      | $8937.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1958200 | PA      | $43152.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1131300 | PA      | $22544.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1131300 | PA      | $178715.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1685000 | PA      | $193530.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     117800 | PA      | $15273.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     117800 | PA      | $9497.74      | 0.00%             |  |  |  | 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: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      45000 | PA      | $46631.84     | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | 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: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      20000 | PA      | $21748.08     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1008800 | PA      | $19056.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                 | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300194.03    | 0.14%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      65400 | PA      | $7481.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      65400 | PA      | $6458.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     729800 | PA      | $332.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     175900 | PA      | $20655.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     175900 | PA      | $18203.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     640500 | PA      | $48094.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     640500 | PA      | $36695.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1690000 | PA      | $76664.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1690000 | PA      | $75204.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kellanova                                                                       | Kellanova, Series B                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      47000 | PA      | $52941.15     | 0.02%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                       | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      32000 | PA      | $27365.11     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                    | Kenvue, Inc.                                                                          | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     460000 | PA      | $465518.45    | 0.22%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Keurig Dr. Pepper, Inc.                                                         | Keurig Dr. Pepper, Inc.                                                               | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104795.52    | 0.05%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                             | Kinder Morgan, Inc.                                                                   | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     139000 | PA      | $141126.86    | 0.07%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                           | Kraft Heinz Foods Co.                                                                 | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     260000 | PA      | $230013.42    | 0.11%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                           | Kraft Heinz Foods Co.                                                                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      65000 | PA      | $70814.01     | 0.03%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                           | Kraft Heinz Foods Co.                                                                 | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      65000 | PA      | $57473.48     | 0.03%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                              | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     128000 | PA      | $134029.40    | 0.06%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                              | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     218000 | PA      | $220184.62    | 0.10%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                     | Legacy Mortgage Asset Trust, Series 2021-GS3, Class A1                                | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     188539 | PA      | $188787.91    | 0.09%             | 2061-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                               | Italy Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1520000 | PA      | $1880756.17   | 0.87%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation                                                             | Switzerland Government Bond                                                           | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     540000 | PA      | $742576.54    | 0.34%             | 2028-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                      | MSCI, Inc.                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     451000 | PA      | $427040.84    | 0.20%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                              | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     180000 | PA      | $188212.44    | 0.09%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                              | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     159000 | PA      | $158429.04    | 0.07%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                   | MAD Commercial Mortgage Trust, Series 2025-11MD, Class C                              | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     317000 | PA      | $319711.84    | 0.15%             | 2042-10-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                   | MAD Commercial Mortgage Trust, Series 2025-11MD, Class D                              | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     306000 | PA      | $309924.14    | 0.14%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding L Ltd.                                                     | Madison Park Funding L Ltd., Series 2021-50A, Class AR                                | CUSIP: 55821FAJ6<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $499993.05    | 0.23%             | 2034-04-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Magnetite XL Ltd.                                                               | Magnetite XL Ltd., Series 2024-40A, Class A1                                          | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |     512000 | PA      | $513556.55    | 0.24%             | 2037-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     575000 | PA      | $578577.05    | 0.27%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35514.70     | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     205000 | PA      | $206900.34    | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123096.03    | 0.06%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     240000 | PA      | $233691.29    | 0.11%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63778.67     | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                    | Marriott International, Inc.                                                          | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     135000 | PA      | $130888.03    | 0.06%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                        | Marvell Technology, Inc.                                                              | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75359.86     | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                        | Marvell Technology, Inc.                                                              | CUSIP: 573874AT1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     230000 | PA      | $230214.26    | 0.11%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                         | Massachusetts Mutual Life Insurance Co.                                               | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     387000 | PA      | $244748.16    | 0.11%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                       | MFA Trust, Series 2025-NQM3, Class A1                                                 | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     133010 | PA      | $133325.26    | 0.06%             | 2070-08-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                               | Merck & Co., Inc.                                                                     | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97926.12     | 0.05%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                        | MetLife Capital Trust IV                                                              | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $120465.62    | 0.06%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                       | MFA Trust, Series 2023-INV2, Class A1                                                 | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     722353 | PA      | $726104.63    | 0.34%             | 2058-10-25      | Fixed         | 6.77%                 | 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        |     659000 | PA      | $560152.97    | 0.26%             | 2048-04-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                           | Morgan Stanley Resecuritization Trust, Series 2015-R4, Class CB1                      | CUSIP: 61690WAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22387 | PA      | $22412.93     | 0.01%             | 2047-08-26      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     733000 | PA      | $740680.87    | 0.34%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30916.61     | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     267000 | PA      | $269305.55    | 0.13%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     190000 | PA      | $188575.71    | 0.09%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130316.45    | 0.06%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     285000 | PA      | $289796.78    | 0.13%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127945.08    | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127248.61    | 0.06%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class D           | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     274000 | PA      | $249925.73    | 0.12%             | 2046-05-15      | Variable      | 3.92%                 | 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        |     481236 | PA      | $457898.96    | 0.21%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                  | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1            | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     203682 | PA      | $205738.72    | 0.10%             | 2069-05-25      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                  | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-3, Class AF               | CUSIP: 61776QAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88666 | PA      | $88882.80     | 0.04%             | 2054-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      52000 | PA      | $46995.15     | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     215000 | PA      | $217938.75    | 0.10%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                              | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59494.21     | 0.03%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     275000 | PA      | $267317.16    | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | 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        |     371811 | PA      | $377698.29    | 0.18%             | 2049-10-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                    | Nasdaq, Inc.                                                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31001.38     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NatWest Group plc                                                                     | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     301000 | PA      | $299958.95    | 0.14%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20553.86     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                  | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3                            | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $300920.41    | 0.14%             | 2038-07-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 25 Ltd.                                      | Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class AR2                | CUSIP: 64131JAU0<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250768.68    | 0.12%             | 2038-07-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust, Series 2018-4A, Class A1M                        | CUSIP: 64828FCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23524 | PA      | $23294.83     | 0.01%             | 2048-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     368000 | PA      | $365521.30    | 0.17%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39220.37     | 0.02%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                     | Nigeria Government Bond                                                               | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     240000 | PA      | $256761.61    | 0.12%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                       | Northern States Power Co.                                                             | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181380.59    | 0.08%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 27 Ltd.                                                      | Northwoods Capital 27 Ltd., Series 2021-27A, Class A1R                                | CUSIP: 66860XAN7<br>LEI: 254900WP3D5TE62YH237 | Long             | ABS-CBDO         | CORP              | KY        |     380000 | PA      | $380438.87    | 0.18%             | 2034-10-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NovaStar Mortgage Funding Trust                                                 | NovaStar Mortgage Funding Trust, Series 2006-5, Class A2C                             | CUSIP: 66988YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     930383 | PA      | $279447.43    | 0.13%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     445000 | PA      | $439300.15    | 0.20%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114239.12    | 0.05%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     145000 | PA      | $144051.81    | 0.07%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75177.32     | 0.03%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                           | OHA Loan Funding Ltd., Series 2016-1A, Class A1R2                                     | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |     427000 | PA      | $428302.96    | 0.20%             | 2037-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2023-NQM7, Class A1                                                 | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |     227618 | PA      | $228761.55    | 0.11%             | 2063-04-25      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2025-J2, Class AF                                                   | CUSIP: 67122EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106155 | PA      | $106525.40    | 0.05%             | 2055-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                | Oaktree CLO Ltd., Series 2019-4A, Class ARR                                           | CUSIP: 67402CBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250869.17    | 0.12%             | 2037-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                           | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250465.01    | 0.12%             | 2038-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49 Ltd.                                             | Octagon Investment Partners 49 Ltd., Series 2020-5A, Class ARR                        | CUSIP: 67578FBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1220000 | PA      | $1217516.12   | 0.57%             | 2037-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                           | One Bryant Park Trust, Series 2019-OBP, Class A                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     214000 | PA      | $198220.62    | 0.09%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                     | ONEOK, Inc.                                                                           | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     265000 | PA      | $263437.40    | 0.12%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Onity Loan Investment Trust                                                     | Onity Loan Investment Trust, Series 2025-HB1, Class A                                 | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43201 | PA      | $42424.72     | 0.02%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      77000 | PA      | $54669.11     | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     130000 | PA      | $125416.45    | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     170000 | PA      | $161710.90    | 0.08%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     235000 | PA      | $225800.32    | 0.10%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69175.48     | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                      | PK Alift Loan Funding 7 LP                                                            | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     233210 | PA      | $231021.43    | 0.11%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                        | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65351.18     | 0.03%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL3, Class A1                                                  | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |     833600 | PA      | $827828.73    | 0.38%             | 2056-02-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL1, Class A1                                                  | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-MBS          | CORP              | US        |     144543 | PA      | $143558.43    | 0.07%             | 2056-01-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      90000 | PA      | $74800.02     | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     117000 | PA      | $121579.66    | 0.06%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     170000 | PA      | $177639.06    | 0.08%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     324000 | PA      | $331397.25    | 0.15%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                          | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19488.57     | 0.01%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                              | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     490000 | PA      | $460232.50    | 0.21%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                   | Paychex, Inc.                                                                         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     492000 | PA      | $497453.29    | 0.23%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                 | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      93000 | PA      | $92513.66     | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                 | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $394325.04    | 0.18%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     420000 | PA      | $387009.00    | 0.18%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     145000 | PA      | $145563.33    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                           | Petronas Capital Ltd.                                                                 | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     380000 | PA      | $389246.46    | 0.18%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     102000 | PA      | $102486.55    | 0.05%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     124000 | PA      | $114952.16    | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                   | Pharmacia LLC                                                                         | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $200655.37    | 0.09%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     626000 | PA      | $639456.29    | 0.30%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                     | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     535000 | PA      | $542099.27    | 0.25%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                     | Philippines Government Bond                                                           | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     360000 | PA      | $369886.16    | 0.17%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                           | Pilgrim's Pride Corp.                                                                 | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      85000 | PA      | $77688.61     | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                       | PRMI Securitization Trust, Series 2024-CMG1, Class A1                                 | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     196308 | PA      | $196331.04    | 0.09%             | 2054-07-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | Protective Life Global Funding                                                        | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     305000 | PA      | $311730.30    | 0.14%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                        | PRPM LLC, Series 2026-1, Class A1                                                     | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     312657 | PA      | $309952.76    | 0.14%             | 2031-02-25      | Fixed         | 5.19%                 | 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        |    5570143 | NS      | $5570142.52   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RD Michigan Property Owner I LLC                                                | RD Michigan Property Owner I LLC                                                      | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $305092.17    | 0.14%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                      | RR 29 Ltd., Series 2024-29RA, Class A1R                                               | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250657.70    | 0.12%             | 2039-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                              | Renaissance Home Equity Loan Trust, Series 2003-4, Class A1                           | CUSIP: 759950BP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108383 | PA      | $98330.20     | 0.05%             | 2034-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                         | Republic Services, Inc.                                                               | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     378000 | PA      | $386009.69    | 0.18%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                     | Rogers Communications, Inc.                                                           | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     144000 | PA      | $134588.91    | 0.06%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                     | Rogers Communications, Inc.                                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     306000 | PA      | $308632.69    | 0.14%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                               | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     330000 | PA      | $325169.79    | 0.15%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                    | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     154000 | PA      | $139119.67    | 0.06%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                    | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     191000 | PA      | $193627.98    | 0.09%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                    | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     130000 | PA      | $128875.98    | 0.06%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     485000 | PA      | $492097.08    | 0.23%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $201694.96    | 0.09%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO Property Owner 1 LLC                                                           | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $152178.80    | 0.07%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                | Salesforce, Inc.                                                                      | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     280000 | PA      | $279579.27    | 0.13%             | 2033-03-15      | Fixed         | 5.20%                 | 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        |       3525 | PA      | $3509.90      | 0.00%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-27582.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14592.78     | 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      | $2430.28      | 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      | $-5155.28     | -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      | $9125.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22183.80    | -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      | $11305.17     | 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      | $17604.96     | 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      | $-3948.09     | -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      | $-2578.88     | -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      | $5445.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6619.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-77969.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1565.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $64745.17     | 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      | $-3023.81     | -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      | $-9444.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $65066.59     | 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      | $-466.81      | -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      | $3819.27      | 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      | $-3005.96     | -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      | $155294.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3175.22     | -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      | $-3411.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     310000 | PA      | $318463.35    | 0.15%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                  | 7-Eleven, Inc.                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     483000 | PA      | $457286.77    | 0.21%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                  | 7-Eleven, Inc.                                                                        | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      54000 | PA      | $47059.01     | 0.02%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                                      | SHRN Trust, Series 2025-MF18, Class A                                                 | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320000 | PA      | $319991.87    | 0.15%             | 2040-10-15      | Floating      | 4.85%                 | 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        |     505000 | PA      | $508700.30    | 0.24%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     400000 | PA      | $401077.72    | 0.19%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $203008.24    | 0.09%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26738.26     | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                    | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     167000 | PA      | $173219.33    | 0.08%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                  | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98650.68     | 0.05%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                              | Southern Power Co., Series A                                                          | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34594.89     | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                              | Southern Power Co., Series B                                                          | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62984.76     | 0.03%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                            | Sprint Capital Corp.                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     217000 | PA      | $229150.28    | 0.11%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC, Series 2026-1A, Class A2                             | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     477000 | PA      | $461384.50    | 0.21%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                              | Station Place Securitization Trust, Series 2025-1, Class A                            | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     752000 | PA      | $752471.73    | 0.35%             | 2026-07-23      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                              | Station Place Securitization Trust, Series 2025-3, Class A                            | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760000 | PA      | $763338.07    | 0.35%             | 2026-09-23      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                              | Station Place Securitization Trust, Series 2025-7, Class A                            | CUSIP: 85779XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $754215.53    | 0.35%             | 2026-11-24      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1198.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1051.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6502.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6421.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-502119.19   | -0.23%            |  |  |  | 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      | $9990.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14302.19     | 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      | $-5174.83     | -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      | $-9449.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $335859.64    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-23930.78    | -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      | $1705.28      | 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      | $-4144.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $31160.66     | 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      | $8234.93      | 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      | $-496.50      | -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      | $-3190.69     | -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      | $995.60       | 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      | $-3704.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5081.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $174695.28    | 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      | $-112319.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4612.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1627.69      | 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      | $741.21       | 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      | $-1832.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                  | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1            | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266353 | PA      | $221313.93    | 0.10%             | 2047-05-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-40255.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                  | Synopsys, Inc.                                                                        | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     447000 | PA      | $447206.24    | 0.21%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                  | Synopsys, Inc.                                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19220.79     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                         | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                   | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |     159354 | PA      | $159356.86    | 0.07%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     329000 | PA      | $327732.95    | 0.15%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10712.91     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     198000 | PA      | $192194.52    | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     240000 | PA      | $230453.75    | 0.11%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      25000 | PA      | $27440.97     | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     205000 | PA      | $200683.41    | 0.09%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                  | Tapestry, Inc.                                                                        | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      57000 | PA      | $51439.32     | 0.02%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                  | Tapestry, Inc.                                                                        | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     140000 | PA      | $141739.49    | 0.07%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                  | Tapestry, Inc.                                                                        | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     170000 | PA      | $170866.61    | 0.08%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.            | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      84000 | PA      | $83982.72     | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                 | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     105000 | PA      | $102959.02    | 0.05%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                             | Teachers Insurance & Annuity Association of America                                   | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      92000 | PA      | $103197.20    | 0.05%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     230000 | PA      | $177389.04    | 0.08%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                  | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     115000 | PA      | $113887.39    | 0.05%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2245000 | PA      | $-44069.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   24999000 | PA      | $260619.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3564000 | PA      | $-17859.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20827000 | PA      | $194947.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1860000 | PA      | $5900.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1191000 | PA      | $-375.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2868000 | PA      | $-10694.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5611000 | PA      | $9020.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1093000 | PA      | $2777.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     311000 | PA      | $-9895.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     920000 | PA      | $-1040.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3318000 | PA      | $129.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   41402000 | PA      | $15573.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1342000 | PA      | $-200.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3048000 | PA      | $-572.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4624000 | PA      | $12096.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     809000 | PA      | $13849.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5089000 | PA      | $16756.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    3230000 | PA      | $20357.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2810000 | PA      | $-26249.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NDIRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 3210895000 | PA      | $-34562.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1678000 | PA      | $1964.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1295000 | PA      | $-4505.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NDIRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  139401000 | PA      | $34008.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     868000 | PA      | $-4136.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6262000 | PA      | $44173.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     857000 | PA      | $3378.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1694000 | PA      | $-3946.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9360000 | PA      | $-21322.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2366500 | PA      | $305.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                               | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     448000 | PA      | $507602.48    | 0.24%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     111000 | PA      | $110607.82    | 0.05%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $414225.74    | 0.19%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2025-HE1, Class A1A                                 | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |      87009 | PA      | $87266.84     | 0.04%             | 2065-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                          | Transcontinental Gas Pipe Line Co. LLC                                                | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $129039.31    | 0.06%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XVI Ltd.                                                           | Trinitas CLO XVI Ltd., Series 2021-16A, Class A1R                                     | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |     540000 | PA      | $540573.14    | 0.25%             | 2034-07-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                                | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     180000 | PA      | $185295.00    | 0.09%             | 2035-01-24      | Fixed         | 5.71%                 | 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      | $-10743.32    | -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      | $-8959.16     | -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      | $8916.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                               | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     590000 | PA      | $579473.73    | 0.27%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust, Series 2017-C7, Class XA                               | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5129869 | PA      | $64602.49     | 0.03%             | 2050-12-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7413.32     | -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      | $6188.53      | 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      | $-3494.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2318.14      | 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      | $-13084.39    | -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      | $-20690.22    | -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      | $1629.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $60047.37     | 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      | $-895.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-897.21      | -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      | $911.20       | 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      | $1013.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2440.44     | -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      | $211.76       | 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      | $-7341.78     | -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      | $1776.13      | 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      | $-3398.94     | -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      | $1095.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-198.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3415.48     | -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      | $3371.42      | 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      | $5855.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1855.88      | 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      | $-168.32      | -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      | $2730.78      | 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      | $130.96       | 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      | $5053.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     220000 | PA      | $195833.00    | 0.09%             | 2031-05-24      | Fixed         | 2.66%                 | 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      | $-1356.33     | -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      | $-1500.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-429.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11889.06    | -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      | $-891.59      | -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      | $-2222.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2260.46     | -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      | $-100.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8144.50      | 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      | $3180.16      | 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      | $847.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     294000 | PA      | $255586.45    | 0.12%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7494.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1793.33      | 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      | $-5637.28     | -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      | $6204.34      | 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      | $-2224.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $233.76       | 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      | $370.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                   | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1600000 | PA      | $1587903.33   | 0.74%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Uruguay Government Bond                                                               | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     370000 | PA      | $435675.00    | 0.20%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Uzbekistan Government Bond                                                            | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     240000 | PA      | $257744.24    | 0.12%             | 2032-02-28      | Fixed         | 6.90%                 | 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        |     121666 | PA      | $121189.87    | 0.06%             | 2056-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8824.37      | 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      | $-1758.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8126.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEGAS                                                                           | VEGAS, Series 2024-GCS, Class D                                                       | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     217000 | PA      | $215816.05    | 0.10%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                     | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     545000 | PA      | $561215.93    | 0.26%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                     | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85701.52     | 0.04%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture XIX CLO Ltd.                                                            | Venture XIX CLO Ltd., Series 2014-19A, Class ARR                                      | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |      42095 | PA      | $42095.84     | 0.02%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                          | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      58000 | PA      | $58010.25     | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                          | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     116000 | PA      | $114505.11    | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                          | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77367.65     | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                              | Vertiv Group Corp.                                                                    | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     475000 | PA      | $469600.96    | 0.22%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                             | Vertiv Holdings Co.                                                                   | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     219000 | PA      | $213274.44    | 0.10%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                             | Vertiv Holdings Co.                                                                   | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48524.73     | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2024-1, Class A1                                   | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |     360639 | PA      | $361967.13    | 0.17%             | 2069-01-25      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                        | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      62000 | PA      | $61569.60     | 0.03%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                        | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $496887.27    | 0.23%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     165000 | PA      | $165286.58    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                    | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     257000 | PA      | $261047.28    | 0.12%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     128000 | PA      | $127990.73    | 0.06%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                             | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     126000 | PA      | $127982.41    | 0.06%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                       | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100204.47    | 0.05%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co., Series C                                             | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     230000 | PA      | $225104.24    | 0.10%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                       | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     240000 | PA      | $234068.45    | 0.11%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                | Vista Point Securitization Trust, Series 2020-2, Class A2                             | CUSIP: 92838TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20112 | PA      | $19706.50     | 0.01%             | 2065-04-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     184000 | PA      | $180623.21    | 0.08%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     224000 | PA      | $222918.08    | 0.10%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     368000 | PA      | $380026.61    | 0.18%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82538.13     | 0.04%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class XA                            | CUSIP: 92890PAL8<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |     114877 | PA      | $1.00         | 0.00%             | 2046-06-15      | Variable      | 0.46%                 | 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        |      67186 | PA      | $65085.86     | 0.03%             | 2045-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                   | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR2, Class 2A1B            | CUSIP: 92922FD39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65108 | PA      | $65408.69     | 0.03%             | 2045-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                   | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR9, Class A1C3            | CUSIP: 92922FU89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138217 | PA      | $136627.96    | 0.06%             | 2045-07-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                   | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR1, Class A1B             | CUSIP: 939336X57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75906 | PA      | $73586.41     | 0.03%             | 2045-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates WMABS Trust                         | Washington Mutual Asset-Backed Certificates WMABS Trust                               | CUSIP: 93934JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     419628 | PA      | $331964.84    | 0.15%             | 2036-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                         | Waste Connections, Inc.                                                               | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     463000 | PA      | $466607.56    | 0.22%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                         | Waste Connections, Inc.                                                               | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     155000 | PA      | $151793.30    | 0.07%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                          | Waste Management, Inc.                                                                | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     147000 | PA      | $149302.23    | 0.07%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-802.59      | -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      | $-4035.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2004.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                     | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199792.98    | 0.09%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class AS                     | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     707000 | PA      | $685540.78    | 0.32%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                     | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3406138 | PA      | $5953.93      | 0.00%             | 2059-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     220000 | PA      | $224873.90    | 0.10%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class AS                      | CUSIP: 95001FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     182000 | PA      | $180249.38    | 0.08%             | 2060-01-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class C                       | CUSIP: 95001FBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199000 | PA      | $193637.11    | 0.09%             | 2060-01-15      | Fixed         | 4.59%                 | 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        |    2958348 | PA      | $116637.02    | 0.05%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class C                       | CUSIP: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167000 | PA      | $152572.05    | 0.07%             | 2053-08-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     155000 | PA      | $173626.56    | 0.08%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                       | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     175000 | PA      | $179395.56    | 0.08%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                   | Wise CLO Ltd., Series 2024-2A, Class A                                                | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $401210.33    | 0.19%             | 2037-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                     | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     190000 | PA      | $193583.28    | 0.09%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                    | Glencore Finance Canada Ltd.                                                          | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     115000 | PA      | $117259.18    | 0.05%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                    | Zoetis, Inc.                                                                          | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     520000 | PA      | $517993.38    | 0.24%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                                               | Australian Dollar                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      27157 | OU      | $19551.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     480000 | PA      | $522955.44    | 0.24%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                               | Italy Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     450000 | PA      | $534519.95    | 0.25%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  205000000 | PA      | $1326938.14   | 0.62%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                              | Poland Government Bond                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    1480000 | PA      | $418880.50    | 0.19%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                                              | Denmark Government Bond                                                               | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     650000 | PA      | $118416.31    | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Sweden                                                               | Sweden Government Bond                                                                | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     660000 | PA      | $75651.84     | 0.04%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  845000000 | PA      | $5477832.39   | 2.54%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  212000000 | PA      | $1033208.01   | 0.48%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of the Netherlands                                                      | Netherlands Government Bond                                                           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     410000 | PA      | $500305.66    | 0.23%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                              | Belgium Government Bond                                                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     630000 | PA      | $765227.46    | 0.36%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     780000 | PA      | $960918.40    | 0.45%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  310000000 | PA      | $1832258.31   | 0.85%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexican Bonos Desarr Fixed Rate, Series M                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   10900000 | PA      | $599329.50    | 0.28%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1440000 | PA      | $1689499.97   | 0.78%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation                                                             | Switzerland Government Bond                                                           | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     290000 | PA      | $424536.84    | 0.20%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                               | Italy Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     500000 | PA      | $620042.23    | 0.29%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     140000 | PA      | $143671.65    | 0.07%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                            | United Kingdom Gilt                                                                   | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     610000 | PA      | $549996.10    | 0.26%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Bonos Y Obligaciones del Estado                                           | Spain Bonos Y Obligaciones del Estado                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     800000 | PA      | $992864.71    | 0.46%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  171000000 | PA      | $601686.69    | 0.28%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                                               | Norway Government Bond                                                                | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    1880000 | PA      | $198739.73    | 0.09%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                                              | Denmark Government Bond                                                               | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    1550000 | PA      | $236852.26    | 0.11%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  600000000 | PA      | $3800670.69   | 1.76%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     260000 | PA      | $264199.00    | 0.12%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of the Netherlands                                                      | Netherlands Government Bond                                                           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     300000 | PA      | $351064.24    | 0.16%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                               | New Zealand Government Bond                                                           | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     380000 | PA      | $219001.49    | 0.10%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                          | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |     260000 | PA      | $264843.38    | 0.12%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spain Bonos Y Obligaciones del Estado                                           | Spain Bonos Y Obligaciones del Estado                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     410000 | PA      | $556962.81    | 0.26%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Finland                                                             | Finland Government Bond                                                               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     370000 | PA      | $371691.50    | 0.17%             | 2034-04-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     240000 | PA      | $246752.90    | 0.11%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                             | Ireland Government Bond                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     260000 | PA      | $290896.10    | 0.14%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                                                             | Austria Government Bond                                                               | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     630000 | PA      | $695970.13    | 0.32%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of the Netherlands                                                      | Netherlands Government Bond                                                           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     290000 | PA      | $315018.81    | 0.15%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     830000 | PA      | $906977.40    | 0.42%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     270000 | PA      | $255406.50    | 0.12%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                              | Belgium Government Bond                                                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1500000 | PA      | $1569859.64   | 0.73%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                              | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |     270000 | PA      | $261489.38    | 0.12%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     435000 | PA      | $521631.88    | 0.24%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                               | Italy Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $104905.53    | 0.05%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Spain Bonos Y Obligaciones del Estado                                           | Spain Bonos Y Obligaciones del Estado                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      50000 | PA      | $31008.99     | 0.01%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                             | Thailand Government Bond                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   15700000 | PA      | $489601.81    | 0.23%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     560000 | PA      | $573061.89    | 0.27%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     400000 | PA      | $384300.00    | 0.18%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  102000000 | PA      | $255868.16    | 0.12%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                     | Bundesrepublik Deutschland Bundesanleihe                                              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     900000 | PA      | $1029619.61   | 0.48%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     171000 | PA      | $167061.90    | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1754750.38   | 0.81%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                          | Malaysia Government Bond                                                              | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    2280000 | PA      | $578426.01    | 0.27%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                             | Thailand Government Bond                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   15500000 | PA      | $485956.05    | 0.23%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                               | Italy Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     280000 | PA      | $191255.95    | 0.09%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                           | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $204495.59    | 0.09%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Portuguese Republic                                                             | Portugal Obrigacoes do Tesouro                                                        | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     320000 | PA      | $326645.39    | 0.15%             | 2031-10-17      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                 | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     225000 | PA      | $238908.19    | 0.11%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     110000 | PA      | $127042.33    | 0.06%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                     | Bundesrepublik Deutschland                                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     900000 | PA      | $1050565.74   | 0.49%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     620000 | PA      | $710047.73    | 0.33%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                       | Australia Government Bond                                                             | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     220000 | PA      | $140492.63    | 0.07%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1750000 | PA      | $1968696.87   | 0.91%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                             | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $215000.00    | 0.10%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                | Spain Bonos Y Obligaciones del Estado                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1010000 | PA      | $1209021.92   | 0.56%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                               | Italy Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1000000 | PA      | $1166077.32   | 0.54%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     320000 | PA      | $366262.50    | 0.17%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     210000 | PA      | $249340.84    | 0.12%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      88000 | PA      | $85916.67     | 0.04%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                          | Kazakhstan Government Bond                                                            | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |     260000 | PA      | $256426.80    | 0.12%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                          | Montenegro Government Bond                                                            | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     100000 | PA      | $118146.16    | 0.05%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                    | Barclays plc                                                                          | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $254537.95    | 0.12%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                | Spain Bonos Y Obligaciones del Estado                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     600000 | PA      | $692850.94    | 0.32%             | 2036-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                             | Ireland Government Bond                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     110000 | PA      | $101371.47    | 0.05%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                     | North Macedonia Government Bond                                                       | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |     170000 | PA      | $194624.04    | 0.09%             | 2034-01-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                     | Bundesrepublik Deutschland                                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2000000 | PA      | $2321186.29   | 1.08%             | 2031-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                               | Italy Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1730000 | PA      | $1852641.56   | 0.86%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Kingdom of the Netherlands                                                      | Netherlands Government Bond                                                           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     500000 | PA      | $566120.05    | 0.26%             | 2036-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                       | Australia Government Bond                                                             | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     310000 | PA      | $156318.42    | 0.07%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                                                             | Austria Government Bond                                                               | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     360000 | PA      | $286743.56    | 0.13%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                 | France Government Bond                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     230000 | PA      | $269726.79    | 0.13%             | 2026-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     340000 | PA      | $332921.99    | 0.15%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                              | Belgium Government Bond                                                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     740000 | PA      | $867347.89    | 0.40%             | 2026-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   93000000 | PA      | $361669.64    | 0.17%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                           | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     240000 | PA      | $255843.60    | 0.12%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Spain Bonos Y Obligaciones del Estado                                           | Spain Bonos Y Obligaciones del Estado                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     210000 | PA      | $208796.56    | 0.10%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                       | Australia Government Bond                                                             | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    1640000 | PA      | $1123299.68   | 0.52%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Sweden                                                               | Sweden Government Bond                                                                | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    6950000 | PA      | $748464.81    | 0.35%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  435000000 | PA      | $2269416.02   | 1.05%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Canada 10 Year Bonds                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         36 | NC      | $-87093.86    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Yuan Renminbi                                                                   | Yuan Renminbi                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Euro-Schatz                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          7 | NC      | $-6817.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                            | EURO                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      49268 | OU      | $57822.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         40 | NC      | $-76908.36    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Long Gilt                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         31 | NC      | $-244476.91   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                           | Japan Government Bond                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   90000000 | PA      | $411477.44    | 0.19%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Japan 10 Year Bonds                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -5 | NC      | $79802.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                                             | Won                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |          1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                                    | Mexican Peso                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysian Ringgit                                                               | Malaysian Ringgit                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MY        |         -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                                 | Norwegian Krone                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                          | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $207351.60    | 0.10%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     535000 | PA      | $542687.93    | 0.25%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                              | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     230000 | PA      | $232557.42    | 0.11%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-Bobl                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          5 | NC      | $-9557.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                      | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $262371.51    | 0.12%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zloty                                                                           | Zloty                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | PL        |     -17020 | OU      | $-4695.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Euro-Bund                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          8 | NC      | $-23587.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                                   | Swedish Krona                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baht                                                                            | Baht                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 2 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -18 | NC      | $33021.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         30 | NC      | $-79265.85    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Euro-buxl 30y Bnd Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          7 | NC      | $-21529.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Long Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         14 | NC      | $-67248.80    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          8 | NC      | $-25577.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         14 | NC      | $-77698.61    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     260000 | PA      | $264647.97    | 0.12%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                     | Rogers Communications, Inc., Series NC5                                               | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     320000 | PA      | $326803.20    | 0.15%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                     | Rogers Communications, Inc.                                                           | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     160000 | PA      | $165160.53    | 0.08%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Australia 10 Year Bonds                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          1 | NC      | $-762.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     260000 | PA      | $260608.13    | 0.12%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Australia 3 Year Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          1 | NC      | $-455.27      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer