# EDGAR Filing Document

**Accession Number:** 0000836622
**File Stem:** 0002071691-25-006427
**Filing Date:** 2025-11
**Character Count:** 484638
**Document Hash:** c7dac8243daba7d5a285ce69265be12d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-006427.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0002071691-25-006427

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05635
- **FILM NUMBER:** 251511791

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $1328564952.65

**Total Liabilities:** $300687615.68

**Net Assets:** $1027877336.97

**Delayed Delivery Securities:** $236347306.24

**Cash Not Reported:** $1808588.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -720.67000000 | **1-Year:** -17342.65000000 | **5-Year:** -31506.05000000 | **10-Year:** -17630.42000000 | **30-Year:** -16776.55000000

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

- **3-Month:** -112.13000000 | **1-Year:** 47019.41000000 | **5-Year:** -288995.03000000 | **10-Year:** -37980.68000000 | **30-Year:** -9018.78000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015039 | 0.20%                | 1.45%                | 0.20%                |
| Class ID C000015038 | -0.05%               | 1.40%                | 0.37%                |
| Class ID C000135951 | 0.04%                | 1.48%                | 0.46%                |
| Class ID C000015040 | 0.20%                | 1.23%                | 0.41%                |
| Class ID C000015036 | 0.21%                | 1.42%                | 0.22%                |
| Class ID C000015041 | 0.24%                | 1.46%                | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1130569.44              | $-5159047.76                               |
| Month 2  | $1928133.95              | $6559704.38                                |
| Month 3  | $1112686.84              | $390757.14                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2024-5C6, Class XA                                                     | CUSIP: 05593QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34249613 | PA      | $1539109.09   | 0.15%             | 2057-09-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     990000 | PA      | $1014812.70   | 0.10%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-5C31, Class XA                                                  | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10298392 | PA      | $403762.87    | 0.04%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                                    | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |     980000 | PA      | $1122804.24   | 0.11%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR13, Class D                                                    | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2113000 | PA      | $1193845.00   | 0.12%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                             | Bear Stearns Mortgage Funding Trust, Series 2006-AR2, Class 2A1                                   | CUSIP: 07401AAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3105338 | PA      | $2909474.48   | 0.28%             | 2046-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romanian Government Bond                                                                          | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     930000 | PA      | $873368.22    | 0.08%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-8618.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                     | Itron, Inc.                                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     486000 | PA      | $558171.00    | 0.05%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2018-DNA3, Class B2                                                     | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |     408000 | PA      | $472162.12    | 0.05%             | 2048-09-25      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1950000 | PA      | $-417310.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $7234779.58   | 0.70%             | 2055-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H12, Class AI                                                                   | CUSIP: 38376RBE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13436871 | PA      | $344400.45    | 0.03%             | 2065-05-20      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                                   | Workiva, Inc.                                                                                     | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     271000 | PA      | $267951.25    | 0.03%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1789.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     249000 | PA      | $16728.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-105, Class LI                                                                   | CUSIP: 38379NRH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4556510 | PA      | $977088.43    | 0.10%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     560000 | PA      | $675563.64    | 0.07%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8509.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                   | Alnylam Pharmaceuticals, Inc.                                                                     | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     405000 | PA      | $402721.88    | 0.04%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4557.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-139, Class SA                                                                   | CUSIP: 38381AKY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     995446 | PA      | $139414.13    | 0.01%             | 2048-10-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | Federation des Caisses Desjardins du Quebec                                                       | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    1015000 | PA      | $1021001.53   | 0.10%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1321000 | PA      | $37177.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2002-W8, Class 1                                                                     | CUSIP: 31392DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2809017 | PA      | $35634.07     | 0.00%             | 2042-06-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19938.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     730000 | PA      | $794057.81    | 0.08%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                     | Jamaica Government Bond                                                                           | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     370000 | PA      | $450785.80    | 0.04%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class C                                    | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     489000 | PA      | $419317.50    | 0.04%             | 2058-09-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10542.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                           | Matador Resources Co.                                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    2661000 | PA      | $2717543.59   | 0.26%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1188.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $367201.82    | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-47, Class SA                                                                    | CUSIP: 3136B5RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8181283 | PA      | $1023255.14   | 0.10%             | 2049-08-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10947.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-LC19, Class B                                                    | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     219781 | PA      | $216045.16    | 0.02%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                     | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1000000 | PA      | $966880.00    | 0.09%             | 2029-11-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-HQA2, Class B2                                               | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $601514.50    | 0.06%             | 2050-03-25      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-167, Class MI                                                                   | CUSIP: 38379FFD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8784914 | PA      | $1664259.70   | 0.16%             | 2045-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     900000 | PA      | $935832.60    | 0.09%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                        | Dresdner Funding Trust I                                                                          | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110534.90    | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                             | AeroVironment, Inc.                                                                               | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     380000 | PA      | $471770.00    | 0.05%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10843500 | PA      | $286949.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                            | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1208705 | PA      | $1211835.77   | 0.12%             | 2032-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-2, Class M                                 | CUSIP: 35563PKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233611 | PA      | $227352.11    | 0.02%             | 2058-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-42, Class IC                                                                    | CUSIP: 38376MSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9562737 | PA      | $1731884.33   | 0.17%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     510000 | PA      | $-210359.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   31866700 | PA      | $569513.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                     | Avnet, Inc.                                                                                       | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     286000 | PA      | $289432.00    | 0.03%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H16, Class JI                                                                   | CUSIP: 38375UG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15912662 | PA      | $703705.66    | 0.07%             | 2067-08-20      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                       | MFA Trust, Series 2024-NPL1, Class A1                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     509587 | PA      | $510589.22    | 0.05%             | 2054-09-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     240000 | PA      | $213816.00    | 0.02%             | 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      | $1160.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                                        | Hims & Hers Health, Inc.                                                                          | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |     101000 | PA      | $113877.50    | 0.01%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    1255000 | PA      | $1283137.46   | 0.12%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2824660.17   | 0.27%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                                                          | Integer Holdings Corp.                                                                            | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     498000 | PA      | $485052.00    | 0.05%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     340000 | PA      | $348548.96    | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H10, Class MI                                                                   | CUSIP: 38375UB25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27415646 | PA      | $815944.45    | 0.08%             | 2067-04-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                   | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     885471 | PA      | $958286.72    | 0.09%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-77, Class SM                                                                    | CUSIP: 38382QX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25991878 | PA      | $3665216.10   | 0.36%             | 2051-05-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | Schneider Electric SE, Series SUFP                                                                | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $749721.34    | 0.07%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                              | Under Armour, Inc.                                                                                | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     465000 | PA      | $465587.77    | 0.05%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                        | Enel Finance America LLC                                                                          | CUSIP: 29279GZK6<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    2165000 | PA      | $2144713.08   | 0.21%             | 2025-12-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $521.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-59, Class 1A1                                                 | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     362472 | PA      | $351723.68    | 0.03%             | 2035-11-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA7, Class 1A1                                                | CUSIP: 02146BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1725801 | PA      | $1604197.53   | 0.16%             | 2046-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     600000 | PA      | $639480.00    | 0.06%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     701000 | PA      | $8822.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -48909700 | PA      | $-256.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     860000 | PA      | $872098.05    | 0.08%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1320000 | PA      | $1630838.33   | 0.16%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                               | Ghana Government Bond                                                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      82498 | PA      | $70862.72     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                | Proofpoint, Inc., First Lien, CME Term Loan                                                       | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    1373387 | PA      | $1380487.90   | 0.13%             | 2028-08-31      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-2619.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                             | Ecuador Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     802170 | PA      | $600624.79    | 0.06%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                 | COMM Mortgage Trust, Series 2013-CR12, Class AM                                                   | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    1122171 | PA      | $1066167.26   | 0.10%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2012-LC4, Class E                                                     | CUSIP: 126192AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10009000 | PA      | $1285831.21   | 0.13%             | 2044-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1460000 | PA      | $1426306.60   | 0.14%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | Empresa Nacional del Petroleo                                                                     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     695000 | PA      | $732838.58    | 0.07%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR10, Class XA                                                          | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40128902 | PA      | $1662472.18   | 0.16%             | 2057-10-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     421000 | PA      | $417475.39    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                               | Ghana Government Bond                                                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1443360 | PA      | $1220119.29   | 0.12%             | 2035-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1                              | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126000 | PA      | $128937.84    | 0.01%             | 2040-01-25      | Floating      | 7.47%                 | 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      | $-1297.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                                | Iraq Government Bond                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    1218750 | PA      | $1213448.79   | 0.12%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                           | Ahead DB Holdings LLC, First Lien, CME Term Loan, B3                                              | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     534754 | PA      | $536058.73    | 0.05%             | 2031-02-03      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1B                               | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     413629 | PA      | $443625.16    | 0.04%             | 2029-04-25      | Floating      | 13.72%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     166000 | PA      | $14890.71     | 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      | $-626.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                     | Philippines Government Bond                                                                       | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     550000 | PA      | $543621.01    | 0.05%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                            | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     450000 | PA      | $462424.50    | 0.04%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-119, Class SA                                                                   | CUSIP: 38379EAL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6408076 | PA      | $639914.33    | 0.06%             | 2044-08-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-119, Class IN                                                                   | CUSIP: 38381YL93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12909012 | PA      | $3148204.62   | 0.31%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     375000 | PA      | $385594.88    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-DC1, Class B                                                     | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2646000 | PA      | $2524138.47   | 0.25%             | 2048-02-10      | Variable      | 4.03%                 | 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      | $14188.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5500000 | PA      | $5334527.94   | 0.52%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                                  | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     230000 | PA      | $430905.00    | 0.04%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                      | Alibaba Group Holding Ltd.                                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     309000 | PA      | $568405.50    | 0.06%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4331836.87   | 0.42%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    1380000 | PA      | $1346271.39   | 0.13%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     500000 | PA      | $512250.00    | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5993.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H23, Class NI                                                                   | CUSIP: 38376RA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23559132 | PA      | $1081646.88   | 0.11%             | 2066-10-20      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                                           | Shift4 Payments, Inc.                                                                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $424230.48    | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                         | Ukraine Government Bond                                                                           | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     267727 | PA      | $112009.28    | 0.01%             | 2034-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2B                               | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     439169 | PA      | $468711.96    | 0.05%             | 2029-01-25      | Floating      | 15.22%                | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | Oman Government Bond                                                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    2167000 | PA      | $2285133.40   | 0.22%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR19, Class D                                                    | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149803 | PA      | $146526.47    | 0.01%             | 2047-08-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                      | Huntsman International LLC                                                                        | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1244638.37   | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2013-34, Class IH                                                                    | CUSIP: 38378JL67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4144262 | PA      | $789983.81    | 0.08%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -17000000 | PA      | $-16491567.74 | -1.60%            | 2055-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Strategy, Inc.                                                                  | Strategy, Inc.                                                                                    | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     289000 | PA      | $304895.00    | 0.03%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $154910.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7606000 | PA      | $123444.31    | 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      | $-16214.91    | -0.00%            |  |  |  | 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        |     174777 | PA      | $172456.59    | 0.02%             | 2046-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     988000 | PA      | $1006344.42   | 0.10%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     584000 | PA      | $592059.20    | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1490000 | PA      | $1397024.00   | 0.14%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                      | Cloud Software Group, Inc.                                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505060.16    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                          | Aramark Services, Inc.                                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    1226000 | PA      | $1221677.74   | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     934000 | PA      | $934245.24    | 0.09%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     135000 | PA      | $138937.14    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $5271082.02   | 0.51%             | 2055-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                    | Fidelity National Information Services, Inc.                                                      | CUSIP: 31621YXF1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |    2215000 | PA      | $2211048.00   | 0.22%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1260323.30   | 0.12%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | South Bow USA Infrastructure Holdings LLC                                                         | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1264714.78   | 0.12%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1890000 | PA      | $1937383.47   | 0.19%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-128, Class IA                                                                   | CUSIP: 38378HK70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7934567 | PA      | $1292703.64   | 0.13%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    1000000 | PA      | $1068972.76   | 0.10%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1261469.61   | 0.12%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                               | Taylor Morrison Communities, Inc.                                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    2811000 | PA      | $2804521.94   | 0.27%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5955000 | PA      | $664831.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    1170000 | PA      | $1226363.76   | 0.12%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1785000 | PA      | $1826044.29   | 0.18%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-63, Class PS                                                                    | CUSIP: 38382FGP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2131324 | PA      | $284617.85    | 0.03%             | 2050-04-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                               | Barclays Bank plc                                                                                 | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |      91000 | PA      | $102607.05    | 0.01%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3227000 | PA      | $-12663.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                           | PG Polaris BidCo SARL, First Lien, Initial CME Term Loan                                          | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |     550844 | PA      | $553392.10    | 0.05%             | 2031-03-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class A5                                         | CUSIP: 12636LAY6<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |     322607 | PA      | $321512.60    | 0.03%             | 2048-11-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   21121500 | PA      | $2583884.52   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                           | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1030000 | PA      | $1063743.64   | 0.10%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1320000 | PA      | $1074084.00   | 0.10%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9534.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     643000 | PA      | $31884.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                    | Nutrien Ltd.                                                                                      | CUSIP: 67077UXE5<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |    1145000 | PA      | $1143077.32   | 0.11%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | Boston Properties LP                                                                              | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     379000 | PA      | $379379.00    | 0.04%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd.                                                                        | BDS Ltd., Series 2021-FL9, Class A                                                                | CUSIP: 05493NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     228341 | PA      | $229217.59    | 0.02%             | 2038-11-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H02, Class BI                                                                   | CUSIP: 38375UYG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6560844 | PA      | $250532.40    | 0.02%             | 2067-01-20      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-58, Class KI                                                                    | CUSIP: 3136APW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8422537 | PA      | $1386884.37   | 0.13%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     249000 | PA      | $15954.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                 | Snowflake, Inc.                                                                                   | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     208000 | PA      | $316056.00    | 0.03%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     420000 | PA      | $435382.08    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4                                         | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |       5549 | PA      | $5537.02      | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                        | Sea Ltd.                                                                                          | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     202000 | PA      | $399354.00    | 0.04%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                             | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2D                                  | CUSIP: 17312EAE6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    4616164 | PA      | $4051451.70   | 0.39%             | 2037-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2240708 | PA      | $2239934.68   | 0.22%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | Protective Life Global Funding                                                                    | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1832414.30   | 0.18%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MARA Holdings, Inc.                                                             | MARA Holdings, Inc.                                                                               | CUSIP: 565788AG1<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |     185000 | PA      | $176042.80    | 0.02%             | 2031-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                          | TK Elevator Midco GmbH, First Lien, CME Term Loan, B1                                             | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |     811232 | PA      | $814164.29    | 0.08%             | 2030-04-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   48905000 | PA      | $-927503.08   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | Alliant Holdings Intermediate LLC, First Lien, Initial CME Term Loan                              | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    1318346 | PA      | $1316137.73   | 0.13%             | 2031-09-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     291000 | PA      | $289048.73    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-42, Class LS                                                                    | CUSIP: 3136ANX69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1015785 | PA      | $79785.73     | 0.01%             | 2045-06-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     581000 | PA      | $21051.76     | 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      | $3949.55      | 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      | $-2142.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2869000 | PA      | $23052.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1                              | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1471000 | PA      | $1526405.51   | 0.15%             | 2042-01-25      | Floating      | 8.86%                 | 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        |     222473 | PA      | $223376.76    | 0.02%             | 2070-08-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5024, Class HI                                                                      | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20228963 | PA      | $4829248.09   | 0.47%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 1998-T2, Class A4                                                                    | CUSIP: 31359U4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        252 | PA      | $7.79         | 0.00%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class AS                             | CUSIP: 46643ABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     443716 | PA      | $436416.80    | 0.04%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | Mid-America Apartments LP                                                                         | CUSIP: 59524NX15<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    2235000 | PA      | $2234738.28   | 0.22%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2018-5, Class M1                                                | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $206045.26    | 0.02%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2012-C9, Class E                                          | CUSIP: 92930RAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     165381 | PA      | $164991.10    | 0.02%             | 2045-11-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                              | Pinnacle Buyer LLC, First Lien, CME Term Loan                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     385748 | PA      | $386712.44    | 0.04%             | 2032-09-13      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2024-5C8, Class XA                                                     | CUSIP: 09661XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12608402 | PA      | $474628.18    | 0.05%             | 2057-12-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     166000 | PA      | $14890.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-HQA1, Class B2                                                     | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | CORP              | US        |     841000 | PA      | $1022224.74   | 0.10%             | 2049-02-25      | Floating      | 16.72%                | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                              | Cellnex Telecom SA                                                                                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $737465.81    | 0.07%             | 2028-07-05      | Fixed         | 0.50%                 | 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      | $1090.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     600000 | PA      | $15516.67     | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     265000 | PA      | $274894.62    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2013-152, Class SJ                                                                   | CUSIP: 38378UXE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9356558 | PA      | $1082962.59   | 0.11%             | 2041-05-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C5, Class C                                       | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     641000 | PA      | $569830.99    | 0.06%             | 2052-11-15      | Fixed         | 3.71%                 | 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      | $-9921.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | Extra Space Storage LP                                                                            | CUSIP: 30227PXG8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             | CORP              | US        |    2140000 | PA      | $2135894.20   | 0.21%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                             | Kinder Morgan, Inc.                                                                               | CUSIP: 49455LX13<br>LEI: 549300WR7IX8XE0TBO16 | Long             | STIV             | CORP              | US        |    4935000 | PA      | $4934381.15   | 0.48%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E                                          | CUSIP: 12527DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1124000 | PA      | $1052436.38   | 0.10%             | 2047-12-15      | Variable      | 5.08%                 | 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      | $-5948.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                           | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 01527LXH3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | STIV             | CORP              | US        |    2565000 | PA      | $2559751.50   | 0.25%             | 2025-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2837585.87   | 0.28%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-Bobl                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -60 | NC      | $7708.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                                     | Nigeria Government Bond                                                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     940000 | PA      | $972860.11    | 0.09%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     770000 | PA      | $818770.83    | 0.08%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      11000 | PA      | $492.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2992295.65   | 0.29%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Debt Notes, Series 2015-DNA3, Class B                                                 | CUSIP: 3137G0GZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4538259 | PA      | $4560747.37   | 0.44%             | 2028-04-25      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   17024000 | PA      | $-313433.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                      | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4                              | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700587 | PA      | $691094.98    | 0.07%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     495000 | PA      | $505096.27    | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2667000 | PA      | $8583.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw CME Term Loan, B | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |        129 | PA      | $128.81       | 0.00%             | 2032-04-01      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                                                | WisdomTree, Inc.                                                                                  | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     394000 | PA      | $419278.43    | 0.04%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $154.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                        | Bunge Ltd. Finance Corp.                                                                          | CUSIP: 12057AXL3<br>LEI: 549300QHC068L40NNM71 | Long             | STIV             | CORP              | US        |    2145000 | PA      | $2139859.29   | 0.21%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 326, Class S2                                                                       | CUSIP: 31325VB94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2968105 | PA      | $317325.54    | 0.03%             | 2044-03-15      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                         | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     564000 | PA      | $547538.25    | 0.05%             | 2057-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2416862.47   | 0.24%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     950000 | PA      | $932995.00    | 0.09%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      44000 | PA      | $98381.15     | 0.01%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     549000 | PA      | $-1806.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                       | Akamai Technologies, Inc.                                                                         | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     342000 | PA      | $327978.00    | 0.03%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                               | Ghana Government Bond                                                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      29120 | PA      | $28173.49     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2410000 | PA      | $2731452.07   | 0.27%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   54303000 | PA      | $418260.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                     | QXO Building Products, Inc.                                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1364833.49   | 0.13%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class B                                   | CUSIP: 95000LBE2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    1938000 | PA      | $1921570.41   | 0.19%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc.                                                                   | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     555000 | PA      | $616605.00    | 0.06%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     203174 | PA      | $210010.81    | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                | IHS Holding Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |     750000 | PA      | $790672.74    | 0.08%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     540000 | PA      | $539859.34    | 0.05%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                         | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1275640 | PA      | $1277859.37   | 0.12%             | 2031-02-21      | Variable      | 6.66%                 | 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      | $1031.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                            | Meritage Homes Corp.                                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     371000 | PA      | $381559.47    | 0.04%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems, Inc.                                                     | Merit Medical Systems, Inc.                                                                       | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     277000 | PA      | $322566.50    | 0.03%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-874.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    4000000 | PA      | $327145.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2012-127, Class BI                                                                   | CUSIP: 3136A9C48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2170194 | PA      | $448548.48    | 0.04%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $530.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-4, Class BI                                                                     | CUSIP: 38378P4B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4387338 | PA      | $857972.49    | 0.08%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1175000 | PA      | $1054623.02   | 0.10%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                     | Hashemite Kingdom of Jordan                                                                       | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     470000 | PA      | $491283.02    | 0.05%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B                      | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     782722 | PA      | $742417.01    | 0.07%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                     | Nigeria Government Bond                                                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     700000 | PA      | $664125.76    | 0.06%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                       | PPL Capital Funding, Inc.                                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     591000 | PA      | $675365.25    | 0.07%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1940000 | PA      | $1863855.00   | 0.18%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                              | Ryder System, Inc.                                                                                | CUSIP: 78355AX17<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | STIV             | CORP              | US        |    2350000 | PA      | $2349724.82   | 0.23%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8651.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                        | Spirit AeroSystems, Inc.                                                                          | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     843000 | PA      | $888917.37    | 0.09%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                   | Trinidad & Tobago Government Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TT        |     900000 | PA      | $898173.00    | 0.09%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   17126000 | PA      | $429127.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                           | Global Payments, Inc.                                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     455000 | PA      | $417578.45    | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                            | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     648450 | PA      | $647477.33    | 0.06%             | 2030-12-02      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                          | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan, B                      | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    1107132 | PA      | $1113475.65   | 0.11%             | 2028-10-23      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    3338000 | PA      | $299428.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     500000 | PA      | $506538.92    | 0.05%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                    | Jones Deslauriers Insurance Management, Inc.                                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    1155000 | PA      | $1214395.88   | 0.12%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     389000 | PA      | $-4751.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Ultra Short Bond ETF                                                   | Franklin Ultra Short Bond ETF                                                                     | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             |  | RF                | US        |     691880 | NS      | $17366188.00  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1264984.65   | 0.12%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4265, Class SD                                                                      | CUSIP: 3137B5SA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11674891 | PA      | $799107.75    | 0.08%             | 2035-01-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                        | Argentina Government Bond                                                                         | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2450000 | PA      | $1285025.00   | 0.13%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                              | Nouryon Finance BV, First Lien, Term Loan, B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    1160000 | PA      | $1367400.07   | 0.13%             | 2028-04-03      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $21013.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                     | Chobani LLC, First Lien, 2025 New CME Term Loan                                                   | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1233784 | PA      | $1238540.70   | 0.12%             | 2027-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | Phillips 66                                                                                       | CUSIP: 71855AXL3<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |    2255000 | PA      | $2249589.58   | 0.22%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4                                  | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     666172 | PA      | $664835.99    | 0.06%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13662300 | PA      | $32044.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                       | Outfront Media Capital LLC / Outfront Media Capital Corp.                                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $469785.62    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                   | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    2920406 | PA      | $2924304.68   | 0.28%             | 2029-10-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                            | Honduras Government Bond                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     230000 | PA      | $233277.50    | 0.02%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                          | Costa Rica Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1050000 | PA      | $1130645.59   | 0.11%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1030414.08   | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                        | Argentina Government Bond                                                                         | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     728000 | PA      | $492492.00    | 0.05%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2018-HQA2, Class B2                                                     | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |    2017000 | PA      | $2507084.21   | 0.24%             | 2048-10-25      | Floating      | 15.47%                | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                  | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     920000 | PA      | $922760.00    | 0.09%             | 2028-08-23      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Cipher Mining, Inc.                                                             | Cipher Mining, Inc.                                                                               | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |     222000 | PA      | $244866.00    | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR17, Class D                                                    | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1232000 | PA      | $1038884.00   | 0.10%             | 2047-05-10      | Variable      | 5.01%                 | 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      | $-15797.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                       | MKS, Inc.                                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     318000 | PA      | $349005.00    | 0.03%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1139508.79   | 0.11%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                         | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1672037.70   | 0.16%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                          | GSAA Home Equity Trust, Series 2006-8, Class 2A2                                                  | CUSIP: 362348AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9105507 | PA      | $1900206.50   | 0.18%             | 2036-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     750000 | PA      | $751684.95    | 0.07%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                        | Northern Oil & Gas, Inc.                                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     243000 | PA      | $244275.75    | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2011-101, Class SA                                                                   | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5448606 | PA      | $546965.98    | 0.05%             | 2041-10-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class E                 | CUSIP: 46639YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3874809 | PA      | $132797.45    | 0.01%             | 2046-04-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1980000 | PA      | $2001531.19   | 0.19%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | Mid-America Apartments LP                                                                         | CUSIP: 59524NX23<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    1940000 | PA      | $1939545.07   | 0.19%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1350000 | PA      | $1390213.11   | 0.14%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                  | Illumina, Inc.                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     697000 | PA      | $700431.79    | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                   | Gartner, Inc.                                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2563649.46   | 0.25%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-32                                                                              | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   28203221 | PA      | $1411300.46   | 0.14%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                      | Microchip Technology, Inc.                                                                        | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     340000 | PA      | $330480.00    | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3978.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1765261.68   | 0.17%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1398275.01   | 0.14%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4945, Class SL                                                                      | CUSIP: 3137FQNN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1718951 | PA      | $216684.48    | 0.02%             | 2050-01-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR12, Class XA                                                          | CUSIP: 06644XBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8674908 | PA      | $165596.62    | 0.02%             | 2057-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H16                                                                             | CUSIP: 38375UJ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15683989 | PA      | $947783.43    | 0.09%             | 2067-08-20      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5225500 | PA      | $148028.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                         | Uber Technologies, Inc., Series 2028                                                              | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     501000 | PA      | $737722.50    | 0.07%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1940000 | PA      | $2133549.44   | 0.21%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                         | Ukraine Government Bond                                                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     188540 | PA      | $92225.42     | 0.01%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corp.                                                                 | JBT Marel Corp.                                                                                   | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     234000 | PA      | $227916.00    | 0.02%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                     | Crocs, Inc.                                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1555251.49   | 0.15%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                               | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     600000 | PA      | $597589.50    | 0.06%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2777757.83   | 0.27%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M                                 | CUSIP: 35563PLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1307087 | PA      | $1285673.29   | 0.13%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                      | Etsy, Inc.                                                                                        | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     341000 | PA      | $302040.75    | 0.03%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2727793.86   | 0.27%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                     | Halozyme Therapeutics, Inc.                                                                       | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     446000 | PA      | $627745.00    | 0.06%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32000000 | PA      | $32243152.96  | 3.14%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     395000 | PA      | $35432.70     | 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      | $2907.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                                                  | Air France-KLM                                                                                    | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1576664.81   | 0.15%             | 2028-05-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1450817.43   | 0.14%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3293.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Properties BV                                                               | LEG Properties BV                                                                                 | CUSIP: N/A<br>LEI: 529900AYYCXMYYCTIT93       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $344635.61    | 0.03%             | 2030-09-04      | Fixed         | 1.00%                 | 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      | $-21987.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   48909700 | PA      | $16984.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1386551.21   | 0.13%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1040000 | PA      | $1046032.80   | 0.10%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                   | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $373530.34    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     765000 | PA      | $753864.47    | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   48909700 | PA      | $544.01       | 0.00%             |  |  |  | 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        |     200000 | PA      | $204157.46    | 0.02%             | 2042-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     131000 | PA      | $5544.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     660000 | PA      | $755892.38    | 0.07%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     170000 | PA      | $187957.95    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  340622000 | PA      | $-672177.43   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-146                                                                             | CUSIP: 38378GNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2564267 | PA      | $539921.81    | 0.05%             | 2042-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                         | Bath & Body Works, Inc.                                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3307403.85   | 0.32%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1078000 | PA      | $1041627.84   | 0.10%             | 2032-01-15      | Fixed         | 7.05%                 | 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      | $224.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                         | Burlington Stores, Inc.                                                                           | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     187000 | PA      | $252730.50    | 0.02%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     600000 | PA      | $450637.25    | 0.04%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR7, Class D                                                     | CUSIP: 12625FBA3<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |     137315 | PA      | $131298.84    | 0.01%             | 2046-03-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-106.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     370000 | PA      | $386261.22    | 0.04%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     700000 | PA      | $726985.00    | 0.07%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     750000 | PA      | $609562.50    | 0.06%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1100000 | PA      | $1041054.31   | 0.10%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class AS                     | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     590000 | PA      | $582957.64    | 0.06%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                       | Forvia SE                                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $406073.56    | 0.04%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-3528.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2019-01, Class M10                  | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |     370412 | PA      | $376727.68    | 0.04%             | 2049-10-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                   | AIB Group plc                                                                                     | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1185000 | PA      | $1258306.60   | 0.12%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                    | American Honda Finance Corp.                                                                      | CUSIP: 02665JZG8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |    3020000 | PA      | $2992323.51   | 0.29%             | 2025-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                    | Avient Corp.                                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     275000 | PA      | $279475.20    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | Raizen Fuels Finance SA                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1030000 | PA      | $1006567.50   | 0.10%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Uzbekistan Government Bond                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    1640000 | PA      | $1766991.24   | 0.17%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     460000 | PA      | $475950.05    | 0.05%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                     | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                           | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     960151 | PA      | $963252.04    | 0.09%             | 2031-04-23      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class M2                                | CUSIP: 35563PCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     472839 | PA      | $465582.61    | 0.05%             | 2056-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1303.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      37000 | PA      | $-143.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | Allied Universal Holdco LLC                                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1274985.42   | 0.12%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                               | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    1051740 | PA      | $1048321.69   | 0.10%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc., First Lien, CME Term Loan, J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1089445 | PA      | $1090136.35   | 0.11%             | 2031-02-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H24, Class JI                                                                   | CUSIP: 38376RG26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5713845 | PA      | $337859.64    | 0.03%             | 2066-11-20      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                                                    | Rubrik, Inc.                                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     381000 | PA      | $386334.00    | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-CR27, Class C                                                    | CUSIP: 12635QBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     298000 | PA      | $279546.59    | 0.03%             | 2048-10-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                         | Cameroon Government Bond                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    1210000 | PA      | $1171597.71   | 0.11%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                               | CD Mortgage Trust, Series 2017-CD4, Class B                                                       | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2660000 | PA      | $2522663.14   | 0.25%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     765000 | PA      | $722378.67    | 0.07%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H10, Class BI                                                                   | CUSIP: 38376RAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9918641 | PA      | $449592.14    | 0.04%             | 2065-04-20      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc.                                                                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     195000 | PA      | $315043.97    | 0.03%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class F                      | CUSIP: 61762MBG5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     254000 | PA      | $26368.53     | 0.00%             | 2046-07-15      | Variable      | 4.08%                 | 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      | $7027.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class D                                    | CUSIP: 29425AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     549000 | PA      | $340380.00    | 0.03%             | 2058-09-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                         | Ukraine Government Bond                                                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     459055 | PA      | $254186.16    | 0.02%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP, First Lien, 2028 Refinancing CME Term Loan                                   | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    1168583 | PA      | $1169745.24   | 0.11%             | 2028-10-23      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2022-C14, Class XA                                                   | CUSIP: 07336AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28707431 | PA      | $937263.19    | 0.09%             | 2055-02-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     597000 | PA      | $639649.68    | 0.06%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                         | Ukraine Government Bond                                                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     497406 | PA      | $272044.82    | 0.03%             | 2036-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-97, Class QS                                                                    | CUSIP: 38382GXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1967033 | PA      | $282986.38    | 0.03%             | 2050-07-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H05, Class BI                                                                   | CUSIP: 38380LAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32068566 | PA      | $1378595.57   | 0.13%             | 2068-02-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-26, Class MI                                                                    | CUSIP: 38380CH71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     696797 | PA      | $128031.75    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class D                              | CUSIP: 46641JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1461000 | PA      | $1322205.00   | 0.13%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                              | United Rentals North America, Inc.                                                                | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     533000 | PA      | $510317.44    | 0.05%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5002, Class SJ                                                                      | CUSIP: 3137FUAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24847761 | PA      | $3125430.94   | 0.30%             | 2050-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    3020000 | PA      | $2984333.92   | 0.29%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4105, Class HI                                                                      | CUSIP: 3137AUD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     846355 | PA      | $42921.27     | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                       | Chobani LLC / Chobani Finance Corp., Inc.                                                         | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1143176.72   | 0.11%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2625832.96   | 0.26%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    4000000 | PA      | $341188.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H06, Class BI                                                                   | CUSIP: 38376RV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14650021 | PA      | $470579.19    | 0.05%             | 2067-02-20      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, 2025 Incremental CME Term Loan                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     114712 | PA      | $115357.76    | 0.01%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                 | CommScope, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1005000 | PA      | $1018592.63   | 0.10%             | 2029-12-18      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                      | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                                                | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $250658.75    | 0.02%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2                              | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $192124.31    | 0.02%             | 2041-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     735000 | PA      | $729297.82    | 0.07%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1                              | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     391337 | PA      | $403187.33    | 0.04%             | 2039-06-25      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1015000 | PA      | $1008437.00   | 0.10%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5349, Class IB                                                                      | CUSIP: 3137HANZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3882378 | PA      | $848758.41    | 0.08%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     342504 | PA      | $343146.20    | 0.03%             | 2032-01-28      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR7, Class XA                                                           | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28640811 | PA      | $1234252.83   | 0.12%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                              | Panama Government Bond                                                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1230000 | PA      | $1402938.00   | 0.14%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $804353.05    | 0.08%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                               | Boise Cascade Co.                                                                                 | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1235204.46   | 0.12%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3023000 | PA      | $2798139.59   | 0.27%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3994000 | PA      | $-2620.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2                             | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     239000 | PA      | $247864.56    | 0.02%             | 2040-02-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                       | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                                | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    4414162 | PA      | $414.93       | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     160000 | PA      | $69729.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4077, Class IK                                                                      | CUSIP: 3137ASB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1993870 | PA      | $422212.67    | 0.04%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OSI Systems, Inc.                                                               | OSI Systems, Inc.                                                                                 | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     253000 | PA      | $367672.25    | 0.04%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C                      | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3282000 | PA      | $2907883.18   | 0.28%             | 2048-04-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-64, Class YI                                                                    | CUSIP: 38379PE94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5137026 | PA      | $755746.88    | 0.07%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                          | ON Semiconductor Corp.                                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     352000 | PA      | $325660.23    | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                              | Southern Power Co., Series A                                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     490000 | PA      | $487288.57    | 0.05%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                  | SK Hynix, Inc.                                                                                    | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $602100.00    | 0.06%             | 2030-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                   | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1514480.89   | 0.15%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                                 | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1258579.96   | 0.12%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3527000 | PA      | $-3473.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10843500 | PA      | $1106586.89   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                 | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                                          | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2853000 | PA      | $2803595.74   | 0.27%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                               | Transnet SOC Ltd.                                                                                 | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    1120000 | PA      | $1183422.70   | 0.12%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     422000 | PA      | $471772.40    | 0.05%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 6840C2YH2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |    2255000 | PA      | $2242287.89   | 0.22%             | 2025-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                     | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1182638.56   | 0.12%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                    | Fidelity National Information Services, Inc.                                                      | CUSIP: 31621YXA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |    2185000 | PA      | $2182413.18   | 0.21%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     250000 | PA      | $263320.60    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                              | Ares Capital Corp.                                                                                | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3114698.09   | 0.30%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                   | CQP Holdco LP, First Lien, Initial CME Term Loan                                                  | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    2198800 | PA      | $2201339.49   | 0.21%             | 2030-12-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | FR        |     500000 | PA      | $502657.50    | 0.05%             | 2028-03-01      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-94, Class AI                                                                    | CUSIP: 38380XSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1113935 | PA      | $229608.47    | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-132                                                                             | CUSIP: 38379EW99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3626213 | PA      | $734795.51    | 0.07%             | 2044-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class D                                   | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     653000 | PA      | $564358.25    | 0.05%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5167000 | PA      | $-83982.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class C                              | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1184839 | PA      | $1138665.94   | 0.11%             | 2047-09-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1270346.48   | 0.12%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1292800.59   | 0.13%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     190000 | PA      | $194262.84    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-175, Class NI                                                                   | CUSIP: 38382LMH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22808406 | PA      | $3693616.01   | 0.36%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2012-GC8, Class C                                     | CUSIP: 17318UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1684516 | PA      | $1658999.65   | 0.16%             | 2045-09-10      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13662300 | PA      | $2572110.21   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                       | UDR, Inc.                                                                                         | CUSIP: 90352PX20<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | STIV             | CORP              | US        |    2535000 | PA      | $2534405.54   | 0.25%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8925000 | PA      | $161041.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                                               | Haemonetics Corp.                                                                                 | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |     192000 | PA      | $178110.17    | 0.02%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     245704 | PA      | $245603.73    | 0.02%             | 2032-04-01      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    1450000 | PA      | $1270349.18   | 0.12%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   25226900 | PA      | $4064394.67   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6771.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group NV                                                                 | Nebius Group NV                                                                                   | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     122000 | PA      | $142130.00    | 0.01%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10451.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-127, Class IC                                                                   | CUSIP: 38380YYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1150959 | PA      | $228610.06    | 0.02%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                               | IRB Holding Corp., First Lien, 2024 Second Replacement CME Term Loan, B                           | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    1561598 | PA      | $1563667.47   | 0.15%             | 2027-12-15      | Variable      | 6.66%                 | 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      | $-5212.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                                       | Deep Blue Operating I LLC, First Lien, CME Term Loan                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     262530 | PA      | $263186.01    | 0.03%             | 2032-09-17      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                         | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1                               | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2450000 | PA      | $2481151.75   | 0.24%             | 2030-04-25      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-13, Class AI                                                                    | CUSIP: 38382CCP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8352636 | PA      | $1106947.24   | 0.11%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge US, Inc.                                                               | Enbridge US, Inc.                                                                                 | CUSIP: 29251UXH6<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |    2245000 | PA      | $2240466.67   | 0.22%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-CR22, Class B                                                    | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     263880 | PA      | $254119.35    | 0.02%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 1A1                                               | CUSIP: 02146QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1891365 | PA      | $1727856.50   | 0.17%             | 2046-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-DNA4, Class B2                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-MBS          | CORP              | US        |     448000 | PA      | $600982.91    | 0.06%             | 2050-08-25      | Floating      | 14.47%                | 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      | $628.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18000000 | PA      | $15167737.80  | 1.48%             | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                                              | Tricolor Auto Securitization Trust, Series 2024-1A, Class A                                       | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     720135 | PA      | $691948.08    | 0.07%             | 2027-10-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                               | Barclays Bank plc                                                                                 | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     369000 | PA      | $416065.95    | 0.04%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-98, Class SK                                                                    | CUSIP: 38382TD27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4835230 | PA      | $680915.46    | 0.07%             | 2051-06-20      | Floating      | 2.05%                 | 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      | $987.52       | 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      | $-2303.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13418000 | PA      | $7161.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     650000 | PA      | $656770.72    | 0.06%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Debt Notes, Series 2015-HQA2, Class B                                                 | CUSIP: 3137G0HM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6303040 | PA      | $6374849.70   | 0.62%             | 2028-05-25      | Floating      | 14.97%                | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                           | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2447820.70   | 0.24%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13006000 | PA      | $-85730.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC, First Lien, 2025 CME Term Loan                                     | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148010 | PA      | $148379.62    | 0.01%             | 2029-03-30      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1B                               | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    4931033 | PA      | $5124250.56   | 0.50%             | 2028-08-25      | Floating      | 16.22%                | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                               | Gabonese Republic                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    1590000 | PA      | $1284635.51   | 0.12%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                  | DoorDash, Inc.                                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     806000 | PA      | $918034.00    | 0.09%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                          | Freedom Mortgage Corp.                                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2154626.91   | 0.21%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                             | Post Holdings, Inc.                                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     508000 | PA      | $571246.00    | 0.06%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $542293.24    | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp.                                                            | Centrus Energy Corp.                                                                              | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |     223000 | PA      | $344813.75    | 0.03%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9202400 | PA      | $1288359.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                   | Pharmacia LLC                                                                                     | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2870000 | PA      | $3083665.44   | 0.30%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   33139500 | PA      | $-172076.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class D                       | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $242694.92    | 0.02%             | 2046-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2013-GC13, Class AS                                          | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     985219 | PA      | $973302.08    | 0.09%             | 2046-07-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                        | Bunge Ltd. Finance Corp.                                                                          | CUSIP: 12057AZ15<br>LEI: 549300QHC068L40NNM71 | Long             | STIV             | CORP              | US        |    3050000 | PA      | $3027479.72   | 0.29%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-UBS3, Class AM                                                   | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     253909 | PA      | $249595.06    | 0.02%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     515000 | PA      | $547343.03    | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                                  | Repligen Corp.                                                                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |     230000 | PA      | $231840.00    | 0.02%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C5, Class D                                       | CUSIP: 05492JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     442000 | PA      | $363503.98    | 0.04%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                           | Haleon US Capital LLC                                                                             | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1280571.47   | 0.12%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                      | Lyft, Inc.                                                                                        | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     223000 | PA      | $270164.50    | 0.03%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-2, Class M1                                | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14994 | PA      | $14941.77     | 0.00%             | 2056-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2019-GC42, Class XA                                          | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24442908 | PA      | $623758.57    | 0.06%             | 2052-09-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3631.58      | 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      | $837.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1178466.58   | 0.11%             | 2033-07-15      | Fixed         | 10.00%                | 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      | $19679.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2648000 | PA      | $78420.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                          | Hercules Capital, Inc.                                                                            | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     211000 | PA      | $210143.47    | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      37000 | PA      | $374.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                        | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN1, Class M2                        | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1878901.75   | 0.18%             | 2051-01-25      | Floating      | 8.11%                 | 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        |    6479780 | PA      | $5624648.24   | 0.55%             | 2046-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   45541000 | PA      | $1533718.61   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H27, Class EI                                                                   | CUSIP: 38376RK47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8243065 | PA      | $339053.75    | 0.03%             | 2066-12-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6000 | PA      | $852.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2149000 | PA      | $2126435.07   | 0.21%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-340.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2182842.90   | 0.21%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H22, Class AI                                                                   | CUSIP: 38376RC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9395763 | PA      | $438274.77    | 0.04%             | 2066-10-20      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                        | RB Global Holdings, Inc.                                                                          | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1685916.33   | 0.16%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                               | Boyd Gaming Corp.                                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1254286.93   | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                             | Hilton Domestic Operating Co., Inc.                                                               | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1029286.13   | 0.10%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     775000 | PA      | $795960.67    | 0.08%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                    | Rexford Industrial Realty LP                                                                      | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     267000 | PA      | $269536.50    | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2019-2, Class A2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     256000 | PA      | $232978.89    | 0.02%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $6396288.92   | 0.62%             | 2055-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                                             | Trip.com Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | DBT              | CORP              | KY        |     617000 | PA      | $717164.95    | 0.07%             | 2027-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | Cemex SAB de CV                                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     270000 | PA      | $282622.50    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1510000 | PA      | $1533873.10   | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                           | Protective Life Corp.                                                                             | CUSIP: 74367WXP1<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | STIV             | CORP              | US        |    2100000 | PA      | $2093042.03   | 0.20%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class D                              | CUSIP: 46639NAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     965000 | PA      | $892631.76    | 0.09%             | 2045-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                    | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan                   | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1272134 | PA      | $1263114.31   | 0.12%             | 2029-04-04      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                                      | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1258854.15   | 0.12%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                             | Kinder Morgan, Inc.                                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1641681.09   | 0.16%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     922000 | PA      | $-94117.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6695700 | PA      | $174397.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-34, Class SL                                                                    | CUSIP: 3136B47K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9528049 | PA      | $1125666.58   | 0.11%             | 2049-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                               | Uzbekneftegaz JSC                                                                                 | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     300000 | PA      | $321189.69    | 0.03%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1254323.32   | 0.12%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C02, Class 1B                               | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    5920484 | PA      | $6202517.15   | 0.60%             | 2028-09-25      | Floating      | 16.72%                | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, Third Amendment CME Term Loan                                    | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1860732 | PA      | $1864221.28   | 0.18%             | 2031-01-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC                                                                     | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2748025.12   | 0.27%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   17126000 | PA      | $476724.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H09                                                                             | CUSIP: 38375UZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16335556 | PA      | $469892.26    | 0.05%             | 2067-04-20      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | Cemex SAB de CV                                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     235000 | PA      | $245986.25    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-50.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                           | Petronas Capital Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1980000 | PA      | $1785374.53   | 0.17%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-125, Class SG                                                                   | CUSIP: 38382AQY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6795440 | PA      | $827789.21    | 0.08%             | 2049-10-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     480000 | PA      | $484260.85    | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1873000 | PA      | $2143869.51   | 0.21%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $204874.94    | 0.02%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  109625000 | PA      | $131966.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1395000 | PA      | $1383779.42   | 0.13%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp., Series L                                                                   | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1275768.88   | 0.12%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     995000 | PA      | $1068684.73   | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I Ltd.                                                         | Jazz Investments I Ltd.                                                                           | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     345000 | PA      | $410205.00    | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-104, Class MI                                                                   | CUSIP: 38380FA22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6314576 | PA      | $1411325.39   | 0.14%             | 2047-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24879.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     190000 | PA      | $10862.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     175000 | PA      | $19489.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13700000 | PA      | $250422.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2018-38, Class SA                                                                    | CUSIP: 3136B1S47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18609139 | PA      | $2306524.60   | 0.22%             | 2048-06-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                        | Accor SA                                                                                          | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |    1005100 | PA      | $630236.18    | 0.06%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2517485.92   | 0.24%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                           | Core Scientific, Inc.                                                                             | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     184000 | PA      | $206540.00    | 0.02%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class B                              | CUSIP: 46643PBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     858000 | PA      | $801586.50    | 0.08%             | 2047-11-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                           | Coinbase Global, Inc.                                                                             | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     494000 | PA      | $546858.00    | 0.05%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     290000 | PA      | $311475.95    | 0.03%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1836.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    2762000 | PA      | $2658376.67   | 0.26%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |  263600000 | PA      | $1316343.87   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                                        | Tyler Technologies, Inc.                                                                          | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     242000 | PA      | $266200.00    | 0.03%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1474410.00   | 0.14%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2024-V11, Class XA                                               | CUSIP: 081921BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14684000 | PA      | $312635.58    | 0.03%             | 2057-11-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                     | Adient Global Holdings Ltd.                                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     405000 | PA      | $419675.22    | 0.04%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                          | Costa Rica Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1250000 | PA      | $1305937.50   | 0.13%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1255743.89   | 0.12%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                                                | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |     800000 | PA      | $489438.52    | 0.05%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1080000 | PA      | $1108620.00   | 0.11%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1436000 | PA      | $1627784.98   | 0.16%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5225500 | PA      | $220568.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $423.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                        | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $551112.29    | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | Madison IAQ LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    1334154 | PA      | $1336808.71   | 0.13%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | Mid-America Apartments LP                                                                         | CUSIP: 59524NX31<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    1585000 | PA      | $1584441.60   | 0.15%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Serbia Government Bond                                                          | Serbia Government Bond                                                                            | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     700000 | PA      | $761425.30    | 0.07%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     320000 | PA      | $334501.76    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | Celanese US Holdings LLC                                                                          | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38855.99     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1710000 | PA      | $1839105.00   | 0.18%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1B                               | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     146990 | PA      | $156379.11    | 0.02%             | 2029-01-25      | Floating      | 14.72%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5334000 | PA      | $-1048926.02  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1013292.16   | 0.10%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-581.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                      | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1260118.87   | 0.12%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1188.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                               | Ghana Government Bond                                                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     240440 | PA      | $234684.80    | 0.02%             | 2029-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1296831.44   | 0.13%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                    | Chefs' Warehouse, Inc. (The)                                                                      | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     181000 | PA      | $262088.00    | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2998180.59   | 0.29%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     500000 | PA      | $506510.00    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $1017788.00   | 0.10%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2016-UB11, Class C                                         | CUSIP: 61767FBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1611000 | PA      | $1572932.39   | 0.15%             | 2049-08-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     550000 | PA      | $441412.08    | 0.04%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                  | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |     492180 | PA      | $501853.30    | 0.05%             | 2050-03-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp.                                                         | Progress Software Corp.                                                                           | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     196000 | PA      | $197617.00    | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA Global Funding Trust                                                                           | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1343262.67   | 0.13%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1070000 | PA      | $1201404.07   | 0.12%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                       | FMC Corp.                                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     670000 | PA      | $708035.23    | 0.07%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                         | Saudi Arabia Government Bond                                                                      | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1500000 | PA      | $1302761.82   | 0.13%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1000000 | PA      | $886600.00    | 0.09%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   75985000 | PA      | $79517.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                      | Builders FirstSource, Inc.                                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     345000 | PA      | $360656.98    | 0.04%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $991891.53    | 0.10%             | 2055-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                                    | International Consolidated Airlines Group SA                                                      | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $659969.63    | 0.06%             | 2028-05-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                               | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6900000 | PA      | $6899230.24   | 0.67%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1                             | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1645000 | PA      | $1741415.92   | 0.17%             | 2040-02-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                         | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     270000 | PA      | $330704.56    | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                                                  | Terawulf, Inc.                                                                                    | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     199000 | PA      | $237805.00    | 0.02%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-DNA2, Class B2                                                     | CUSIP: 35564LBE6<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | CORP              | US        |     242000 | PA      | $281848.40    | 0.03%             | 2049-03-25      | Floating      | 14.97%                | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     960000 | PA      | $983424.00    | 0.10%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                    | Dexcom, Inc.                                                                                      | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     392000 | PA      | $357798.00    | 0.03%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                    | Marriott International, Inc.                                                                      | CUSIP: 57163TXW4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2070000 | PA      | $2062599.75   | 0.20%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6440900 | PA      | $647625.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                                                       | Mirion Technologies, Inc.                                                                         | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     196000 | PA      | $211258.21    | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     851000 | PA      | $-9471.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-126, Class PI                                                                   | CUSIP: 38380BAR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5132356 | PA      | $1090478.78   | 0.11%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2991520.54   | 0.29%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2020-2, Class A3                                                 | CUSIP: 19688JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410000 | PA      | $407395.72    | 0.04%             | 2065-03-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     430000 | PA      | $419142.50    | 0.04%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87613EX67<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |    1970000 | PA      | $1968478.37   | 0.19%             | 2025-10-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Uruguay Government Bond                                                                           | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1000000 | PA      | $1201000.00   | 0.12%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     955000 | PA      | $955734.04    | 0.09%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30787.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR20, Class C                                                    | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     588560 | PA      | $567938.29    | 0.06%             | 2047-11-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4984, Class IL                                                                      | CUSIP: 3137FTQF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1761571 | PA      | $370373.72    | 0.04%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-FTR1, Class B2                                                     | CUSIP: 35564PAC2<br>LEI: 549300MHCI0CUXMJQS62 | Long             | ABS-MBS          | CORP              | US        |    1340000 | PA      | $1598443.12   | 0.16%             | 2048-01-25      | Floating      | 12.82%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 405, Class 2                                                                         | CUSIP: 3136FGS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31275 | PA      | $5409.93      | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2596.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                   | Alnylam Pharmaceuticals, Inc.                                                                     | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     117000 | PA      | $192582.00    | 0.02%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-69                                                                              | CUSIP: 3136AP4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6377699 | PA      | $1329616.30   | 0.13%             | 2045-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                                  | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28529541 | PA      | $973308.13    | 0.09%             | 2057-07-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1022000 | PA      | $17551.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                | Gray Media, Inc., First Lien, CME Term Loan, D                                                    | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2028-12-01      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2010-20, Class BI                                                                    | CUSIP: 38376VGU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5656887 | PA      | $983811.90    | 0.10%             | 2040-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-52, Class KI                                                                    | CUSIP: 38379LWF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2688384 | PA      | $104668.18    | 0.01%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0506A9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -28000000 | PA      | $-27772962.84 | -2.70%            | 2055-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      24000 | PA      | $1601.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                             | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA6, Class 2A1                   | CUSIP: 32052MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3894547 | PA      | $2668067.04   | 0.26%             | 2036-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                       | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1122141.68   | 0.11%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                                   | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     949232 | PA      | $937722.77    | 0.09%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                                   | Parsons Corp.                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     220000 | PA      | $251350.00    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-444.15      | -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      | $260.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $165186.18    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                        | Bear Stearns ALT-A Trust, Series 2005-8, Class 21A1                                               | CUSIP: 07386HWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32493 | PA      | $26894.07     | 0.00%             | 2035-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                         | Genesee & Wyoming, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     816750 | PA      | $814479.44    | 0.08%             | 2031-04-10      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2742262.56   | 0.27%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                    | Ameren Corp.                                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1135345.30   | 0.11%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   44837000 | PA      | $-251073.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2020-76, Class BI                                                                    | CUSIP: 3136BCLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2237345 | PA      | $514067.75    | 0.05%             | 2050-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge US, Inc.                                                               | Enbridge US, Inc.                                                                                 | CUSIP: 29251UXU7<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |    1815000 | PA      | $1808944.98   | 0.18%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                              | Panama Government Bond                                                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     700000 | PA      | $452585.00    | 0.04%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                                       | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1225000 | PA      | $1263919.97   | 0.12%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                     | Jordan Government Bond                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     700000 | PA      | $699243.75    | 0.07%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2526496.50   | 0.25%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2246000 | PA      | $-68503.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     950000 | PA      | $826927.50    | 0.08%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2024-BNK48, Class XA                                                                 | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26304866 | PA      | $2142291.95   | 0.21%             | 2057-10-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22118.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                      | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class C                               | CUSIP: 46591ABG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1046000 | PA      | $943701.72    | 0.09%             | 2051-06-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $193846.92    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1355000 | PA      | $1134742.31   | 0.11%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                      | Prime Security Services Borrower LLC / Prime Finance, Inc.                                        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1235690.74   | 0.12%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                           | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                                          | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     243008 | PA      | $235026.88    | 0.02%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                         | Ukraine Government Bond                                                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     226247 | PA      | $110668.26    | 0.01%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                                  | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    2548111 | PA      | $1465163.83   | 0.14%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5271000 | PA      | $-329719.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29277EX17<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |    2965000 | PA      | $2964650.43   | 0.29%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Chevy Chase Funding LLC Mortgage-Backed Certificates                            | Chevy Chase Funding LLC, Series 2006-4A, Class A2                                                 | CUSIP: 16678XAB0<br>LEI: 5493000OPBL8EFF3O717 | Long             | ABS-MBS          | CORP              | US        |    1537274 | PA      | $1379424.07   | 0.13%             | 2047-11-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                          | Montenegro Government Bond                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     950000 | PA      | $1121962.60   | 0.11%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     396000 | PA      | $24626.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   11855700 | PA      | $195213.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18003.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      87000 | PA      | $7804.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2549910.11   | 0.25%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-FL1, Class A1                                                            | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195864 | PA      | $196616.80    | 0.02%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                | CMS Energy Corp.                                                                                  | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     406000 | PA      | $445585.00    | 0.04%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $417378.83    | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                     | Carvana Co.                                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1099187.50   | 0.11%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10781000 | PA      | $-78708.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     652819 | PA      | $652411.05    | 0.06%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C12, Class D                      | CUSIP: 61762XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     258000 | PA      | $241245.30    | 0.02%             | 2046-10-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7699000 | PA      | $-11568.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2023-49, Class IB                                                                    | CUSIP: 3136BQKK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13915300 | PA      | $2171802.59   | 0.21%             | 2047-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     400000 | PA      | $433003.86    | 0.04%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2012-CR4, Class AM                                                    | CUSIP: 12624QAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1667000 | PA      | $1537858.01   | 0.15%             | 2045-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $815.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                         | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     950000 | PA      | $977241.25    | 0.10%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                       | ATI, Inc.                                                                                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2356696.53   | 0.23%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class C                      | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     537672 | PA      | $521192.59    | 0.05%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D                              | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $136476.39    | 0.01%             | 2047-09-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     775000 | PA      | $52067.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                         | Eskom Holdings SOC Ltd.                                                                           | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |     240000 | PA      | $237707.70    | 0.02%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                                   | Datadog, Inc.                                                                                     | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     356000 | PA      | $353330.00    | 0.03%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $2984560.68   | 0.29%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     815000 | PA      | $847965.70    | 0.08%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-FTR3, Class B2                                                     | CUSIP: 35565EAE2<br>LEI: 5493009ZFZYH4FRCW638 | Long             | ABS-MBS          | CORP              | US        |     468000 | PA      | $504903.48    | 0.05%             | 2047-09-25      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                         | Ukraine Government Bond                                                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      71644 | PA      | $37932.54     | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                              | WestJet Loyalty LP, First Lien, Initial CME Term Loan                                             | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1063800 | PA      | $1066369.06   | 0.10%             | 2031-02-14      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1667000 | PA      | $11499.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                             | Ecuador Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     169828 | PA      | $150934.64    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     575000 | PA      | $583225.47    | 0.06%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-140, Class IC                                                                   | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11814931 | PA      | $1934621.78   | 0.19%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2014-GC24, Class B                                           | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2418000 | PA      | $2335636.88   | 0.23%             | 2047-09-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | UBS AG                                                                                            | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     585000 | PA      | $629958.95    | 0.06%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C5, Class F                                       | CUSIP: 05492JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     648000 | PA      | $387941.21    | 0.04%             | 2052-11-15      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16584000 | PA      | $4787.67      | 0.00%             |  |  |  | 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        |     238382 | PA      | $230776.24    | 0.02%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                              | Angola Government Bond                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     500000 | PA      | $488397.16    | 0.05%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                              | Istanbul Metropolitan Municipality                                                                | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |    1000000 | PA      | $1097872.76   | 0.11%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                      | Encore Capital Group, Inc.                                                                        | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1452563.75   | 0.14%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                        | Guidewire Software, Inc.                                                                          | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     533000 | PA      | $621223.77    | 0.06%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                                           | Bentley Systems, Inc.                                                                             | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |     215000 | PA      | $202960.00    | 0.02%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-29799.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed 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        |      60803 | PA      | $59723.98     | 0.01%             | 2045-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-538.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1045000 | PA      | $93739.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6055000 | PA      | $6176484.80   | 0.60%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H02, Class EI                                                                   | CUSIP: 38375U6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4492283 | PA      | $191946.26    | 0.02%             | 2068-01-20      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         13 | NC      | $-1541.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1490000 | PA      | $1540809.00   | 0.15%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Albaugh LLC                                                                     | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1296641 | PA      | $1299208.18   | 0.13%             | 2029-04-06      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-164, Class AS                                                                   | CUSIP: 38381BDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16907351 | PA      | $2136921.81   | 0.21%             | 2048-12-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1585000 | PA      | $11841.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                 | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1166530 | PA      | $1163193.50   | 0.11%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     873000 | PA      | $-2473.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    1301875 | PA      | $1247358.65   | 0.12%             | 2029-03-01      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1375.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                  | HarborView Mortgage Loan Trust, Series 2005-2, Class 1A                                           | CUSIP: 41161PLQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10366678 | PA      | $2863231.96   | 0.28%             | 2035-05-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-17, Class IA                                                                    | CUSIP: 38379T5K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5822834 | PA      | $1129414.41   | 0.11%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $439.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc., First Lien, CME Term Loan, B1                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    1324825 | PA      | $1323447.18   | 0.13%             | 2031-02-06      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class D                                    | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2714859 | PA      | $2625348.05   | 0.26%             | 2048-02-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                       | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class B                              | CUSIP: 06054ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     621000 | PA      | $601055.09    | 0.06%             | 2048-09-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |     980000 | PA      | $976422.31    | 0.09%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1256086.99   | 0.12%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                         | Aris Water Holdings LLC                                                                           | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1193871.62   | 0.12%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nebius Group NV                                                                 | Nebius Group NV                                                                                   | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     139000 | PA      | $162004.50    | 0.02%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                              | Morocco Government Bond                                                                           | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     474000 | PA      | $419873.79    | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                              | Nationstar Mortgage Holdings, Inc.                                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1758904.83   | 0.17%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     700000 | PA      | $743879.43    | 0.07%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5011, Class SA                                                                      | CUSIP: 3137FVT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2824636 | PA      | $396767.25    | 0.04%             | 2050-09-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3556.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Putnam Funds Trust                                                              | Putnam Short Term Investment Fund, Class P                                                        | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |  135599139 | NS      | $135599139.41 | 13.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1710000 | PA      | $1801057.50   | 0.18%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | Boston Properties LP                                                                              | CUSIP: 10113BX86<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |    2825000 | PA      | $2822310.60   | 0.27%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     483000 | PA      | $13834.32     | 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      | $484.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2019-C53, Class D                                   | CUSIP: 95002BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395000 | PA      | $314842.69    | 0.03%             | 2052-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H11, Class DI                                                                   | CUSIP: 38376R4R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9821066 | PA      | $480692.07    | 0.05%             | 2067-05-20      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-DNA5, Class B2                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | CORP              | US        |     256000 | PA      | $358454.07    | 0.03%             | 2050-10-25      | Floating      | 15.86%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1765.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     830000 | PA      | $846530.28    | 0.08%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-HQA3, Class B2                                               | CUSIP: 35565MBE3<br>LEI: 5493000ITAM9GTFUKP51 | Long             | ABS-MBS          | CORP              | US        |    3318000 | PA      | $4422426.16   | 0.43%             | 2050-07-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                                     | Fluor Corp.                                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     218000 | PA      | $259202.00    | 0.03%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                                          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1280000 | PA      | $1485085.44   | 0.14%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     135000 | PA      | $139325.13    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                               | Lenovo Group Ltd.                                                                                 | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |     234000 | PA      | $335790.00    | 0.03%             | 2029-08-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Debt Notes, Series 2016-DNA1, Class B                                                 | CUSIP: 3137G0HZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2076240 | PA      | $2128680.80   | 0.21%             | 2028-07-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     405000 | PA      | $490442.42    | 0.05%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust, Series 2022-A, Class A1                                            | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     152945 | PA      | $153438.20    | 0.01%             | 2062-09-25      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1149786.40   | 0.11%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                       | ATI, Inc.                                                                                         | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     455000 | PA      | $477972.95    | 0.05%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1324.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1030000 | PA      | $1205769.50   | 0.12%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6895000 | PA      | $16010.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Re-REMIC Trust                                                   | Morgan Stanley Re-REMIC Trust, Series 2010-R4, Class 4B                                           | CUSIP: 61759FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99779 | PA      | $95013.30     | 0.01%             | 2037-02-26      | Floating      | 3.01%                 | 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      | $745.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     170000 | PA      | $191986.66    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                                         | Lumentum Holdings, Inc.                                                                           | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     797000 | PA      | $916948.50    | 0.09%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     775000 | PA      | $49656.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     190000 | PA      | $-1113.61     | -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      | $-10105.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                           | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      79000 | PA      | $247961.25    | 0.02%             | 2027-12-15      | Fixed         | 0.50%                 | 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      | $736.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                              | A&D Mortgage Trust, Series 2023-NQM4, Class A1                                                    | CUSIP: 00002MAA7<br>LEI: 9845002EOD0CFAFA4F48 | Long             | ABS-MBS          | CORP              | US        |    2127968 | PA      | $2169197.85   | 0.21%             | 2068-09-25      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-6, Class SM                                                                     | CUSIP: 38381BW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10467635 | PA      | $1160533.05   | 0.11%             | 2049-01-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                                            | Exact Sciences Corp.                                                                              | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     387000 | PA      | $362026.86    | 0.04%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                        | Bunge Ltd. Finance Corp.                                                                          | CUSIP: 12057AXN9<br>LEI: 549300QHC068L40NNM71 | Long             | STIV             | CORP              | US        |    2190000 | PA      | $2184222.56   | 0.21%             | 2025-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1116.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     410000 | PA      | $485235.00    | 0.05%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co., Series A                                                         | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2578343.81   | 0.25%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                   | Magnera Corp.                                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $974812.30    | 0.09%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                  | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     815000 | PA      | $781736.35    | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2900706.97   | 0.28%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $25009.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62673 | PA      | $66274.57     | 0.01%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-65CB, Class 2A1                                               | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     279622 | PA      | $172566.07    | 0.02%             | 2035-12-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                                | Ambipar Lux SARL                                                                                  | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     790000 | PA      | $132806.90    | 0.01%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8955000 | PA      | $-10188.22    | -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      | $-6698.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1750000 | PA      | $1817741.63   | 0.18%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | Boston Properties LP                                                                              | CUSIP: 10113BYQ5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |    3375000 | PA      | $3352871.14   | 0.33%             | 2025-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, New CME Term Loan                                                | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     762386 | PA      | $763338.96    | 0.07%             | 2028-09-29      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   21121500 | PA      | $437614.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                    | Mattel, Inc.                                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1505069.98   | 0.15%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13056.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                                      | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1205000 | PA      | $1253499.76   | 0.12%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2010-35, Class SG                                                                    | CUSIP: 31398PJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2748238 | PA      | $315596.38    | 0.03%             | 2040-04-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      85000 | PA      | $80062.05     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    7681200 | PA      | $394185.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                           | Petroleos del Peru SA                                                                             | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |     350000 | PA      | $304652.25    | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                           | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2360140 | PA      | $2367149.13   | 0.23%             | 2029-08-02      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H08, Class NI                                                                   | CUSIP: 38376R2Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16562091 | PA      | $515829.63    | 0.05%             | 2067-03-20      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2516090.11   | 0.24%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $203.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                                   | Nutanix, Inc.                                                                                     | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     431000 | PA      | $486255.15    | 0.05%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Energo - Pro A/S                                                                | Energo - Pro A/S                                                                                  | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |    1000000 | PA      | $1056454.96   | 0.10%             | 2028-11-02      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                    | JD.com, Inc.                                                                                      | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     551000 | PA      | $593427.00    | 0.06%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2016-3, Class NI                                                                     | CUSIP: 3136ARFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4798875 | PA      | $699998.00    | 0.07%             | 2046-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                              | Panama Government Bond                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1290000 | PA      | $1419774.00   | 0.14%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $96985.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     960000 | PA      | $992472.96    | 0.10%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | Digital Realty Trust LP                                                                           | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     491000 | PA      | $516777.50    | 0.05%             | 2029-11-15      | Fixed         | 1.88%                 | 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      | $-593.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Planet Labs PBC                                                                 | Planet Labs PBC                                                                                   | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |     278000 | PA      | $375995.00    | 0.04%             | 2030-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                     | Nigeria Government Bond                                                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     990000 | PA      | $995511.71    | 0.10%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                                  | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800483 | PA      | $178829.05    | 0.02%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                                          | DataBank Issuer II LLC, Series 2025-1A, Class A2                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     688000 | PA      | $689965.89    | 0.07%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                                    | Carnival plc                                                                                      | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |     745000 | PA      | $886749.37    | 0.09%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                        | Nexi SpA                                                                                          | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $431181.42    | 0.04%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                  | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     762691 | PA      | $815621.42    | 0.08%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-9797.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                                  | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $530490.96    | 0.05%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ArcelorMittal SA                                                                                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1035000 | PA      | $1163320.57   | 0.11%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   17356300 | PA      | $252443.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                       | Outfront Media Capital LLC / Outfront Media Capital Corp.                                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     890000 | PA      | $886239.39    | 0.09%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                  | TGNR Intermediate Holdings LLC                                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1237859.85   | 0.12%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4839, Class WS                                                                      | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1554356 | PA      | $230342.28    | 0.02%             | 2056-08-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                      | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1151233 | PA      | $1150876.12   | 0.11%             | 2029-01-29      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                       | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1259150.55   | 0.12%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H12, Class QI                                                                   | CUSIP: 38376R2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13611126 | PA      | $526587.25    | 0.05%             | 2067-05-20      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                               | OneSky Flight LLC                                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1141976.61   | 0.11%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                     | Philippines Government Bond                                                                       | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1580000 | PA      | $1683167.08   | 0.16%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     642000 | PA      | $662989.84    | 0.06%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-4, Class SG                                                                     | CUSIP: 38378P2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7491142 | PA      | $775588.69    | 0.08%             | 2044-01-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-5C29, Class XA                                                  | CUSIP: 05555PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44265798 | PA      | $2423627.70   | 0.24%             | 2057-09-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                             | Station Casinos LLC                                                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1557921.59   | 0.15%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    1287067 | PA      | $1289312.62   | 0.13%             | 2029-03-19      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                               | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1168182 | PA      | $1027999.76   | 0.10%             | 2028-03-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                              | Seagate HDD Cayman                                                                                | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     199000 | PA      | $573493.13    | 0.06%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1400000 | PA      | $1293670.00   | 0.13%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  480393500 | PA      | $3444688.99   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd.                                                          | Black Diamond CLO Ltd., Series 2024-1A, Class D1                                                  | CUSIP: 09204UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2238000 | PA      | $2271057.26   | 0.22%             | 2037-10-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-8964.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                                          | CyberArk Software Ltd.                                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |     300000 | PA      | $333869.44    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-C26, Class XA                                                   | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12432092 | PA      | $891870.82    | 0.09%             | 2057-05-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                     | Philippines Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     924000 | PA      | $790532.51    | 0.08%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                          | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1284010.86   | 0.12%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                           | WEC US Holdings, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    1336500 | PA      | $1338444.61   | 0.13%             | 2031-01-27      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                 | MakeMyTrip Ltd.                                                                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     580000 | PA      | $600259.46    | 0.06%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2014-GC24, Class D                                           | CUSIP: 36253GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1280000 | PA      | $820800.00    | 0.08%             | 2047-09-10      | Variable      | 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      | $727.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                            | CrossCountry Intermediate HoldCo LLC                                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $316552.86    | 0.03%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17000000 | PA      | $17369646.64  | 1.69%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                           | Coinbase Global, Inc.                                                                             | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     396000 | PA      | $498663.00    | 0.05%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-DC1, Class AM                                                    | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     779628 | PA      | $767286.89    | 0.07%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                         | GSR Mortgage Loan Trust, Series 2007-OA1, Class 2A3A                                              | CUSIP: 3622NAAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3486853 | PA      | $1928026.14   | 0.19%             | 2037-05-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $216.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romanian Government Bond                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1550000 | PA      | $1378882.39   | 0.13%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                           | Spectrum Brands, Inc.                                                                             | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     250000 | PA      | $232937.50    | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7093000 | PA      | $22801.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     588000 | PA      | $68080.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                           | STMicroelectronics NV, Series B                                                                   | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $393506.63    | 0.04%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1129.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC, Series A                                                               | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1248886.41   | 0.12%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-3228.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-96, Class SY                                                                    | CUSIP: 38381XK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1105461 | PA      | $141452.47    | 0.01%             | 2049-08-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                          | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     245000 | PA      | $252609.70    | 0.02%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                                             | Phoenix Newco, Inc., First Lien, Sixth Amendment CME Term Loan                                    | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    1310727 | PA      | $1313322.51   | 0.13%             | 2028-11-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     376000 | PA      | $381170.00    | 0.04%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                          | Verisure Midholding AB                                                                            | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |    3240000 | PA      | $3837168.12   | 0.37%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                         | Nabors Industries, Inc.                                                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     665000 | PA      | $619826.52    | 0.06%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                             | Peer Holding III BV, First Lien, CME Term Loan, B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     603527 | PA      | $604848.72    | 0.06%             | 2032-09-27      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2010-20, Class SC                                                                    | CUSIP: 38376VFR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2330604 | PA      | $275354.07    | 0.03%             | 2040-02-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 374, Class 6                                                                         | CUSIP: 3136FCZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     377312 | PA      | $61676.12     | 0.01%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR16, Class C                                                    | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389000 | PA      | $370060.56    | 0.04%             | 2047-04-10      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1058000 | PA      | $1093308.78   | 0.11%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                          | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     573000 | PA      | $579426.20    | 0.06%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                              | Bahrain Government Bond                                                                           | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1022000 | PA      | $1103438.02   | 0.11%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 311, Class S1                                                                       | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5436862 | PA      | $599153.51    | 0.06%             | 2043-08-15      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                              | Angola Government Bond                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1090000 | PA      | $1043953.11   | 0.10%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 1B                               | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    7657874 | PA      | $8065679.08   | 0.78%             | 2028-10-25      | Floating      | 16.22%                | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | Aviation Capital Group LLC                                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1275834.49   | 0.12%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  107112000 | PA      | $-205272.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                         | Uber Technologies, Inc.                                                                           | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     264000 | PA      | $281028.00    | 0.03%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd.                                                        | Transocean Poseidon Ltd.                                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     551250 | PA      | $552357.35    | 0.05%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4020, Class IA                                                                      | CUSIP: 3137AMKS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     149824 | PA      | $1448.70      | 0.00%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class D                                  | CUSIP: 94988XAC0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    3287507 | PA      | $397656.84    | 0.04%             | 2050-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1284980.48   | 0.13%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     545000 | PA      | $556802.52    | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                          | Antero Resources Corp.                                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1434336.60   | 0.14%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     750000 | PA      | $801712.50    | 0.08%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1805000 | PA      | $1821960.81   | 0.18%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     249000 | PA      | $4276.31      | 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      | $9263.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                 | Air Lease Corp.                                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3580184.67   | 0.35%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                      | Vmed O2 UK Financing I plc                                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    1490000 | PA      | $1684118.28   | 0.16%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     188000 | PA      | $12545.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      81000 | PA      | $-33410.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2755000 | PA      | $2882922.89   | 0.28%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                          | Chart Industries, Inc., First Lien, Amendment No. 7 CME Term Loan                                 | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    1816507 | PA      | $1828995.83   | 0.18%             | 2030-03-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        | -395350000 | PA      | $-590085.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $603264.79    | 0.06%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-2461.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2012-151, Class IN                                                                   | CUSIP: 3136AA5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4351666 | PA      | $914272.94    | 0.09%             | 2043-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                        | Spirit AeroSystems, Inc.                                                                          | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     672000 | PA      | $739901.57    | 0.07%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     968000 | PA      | $964360.22    | 0.09%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                           | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2240515.12   | 0.22%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     500000 | PA      | $525023.44    | 0.05%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                                         | Commvault Systems, Inc.                                                                           | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     237000 | PA      | $245176.50    | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                             | Senegal Government Bond                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     260000 | PA      | $188985.50    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2423.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                                         | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    1307513 | PA      | $751819.95    | 0.07%             | 2046-08-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                                         | SoFi Technologies, Inc.                                                                           | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |        304 | PA      | $396.19       | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2023-49, Class IA                                                                    | CUSIP: 3136BQKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11359465 | PA      | $1459317.56   | 0.14%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-79, Class GI                                                                    | CUSIP: 38379LX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4157014 | PA      | $857301.09    | 0.08%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | Southern Gas Corridor CJSC                                                                        | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |    1240000 | PA      | $1255494.58   | 0.12%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C                                         | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     128000 | PA      | $120208.00    | 0.01%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 378, Class 19                                                                        | CUSIP: 3136FEMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     364213 | PA      | $50414.61     | 0.00%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   11855700 | PA      | $356823.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Box, Inc.                                                                       | Box, Inc.                                                                                         | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |     419000 | PA      | $422142.50    | 0.04%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B2                                               | CUSIP: 35564KUL1<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |    4969000 | PA      | $5542827.08   | 0.54%             | 2042-03-25      | Floating      | 15.36%                | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                               | Rocket Cos., Inc.                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1136700.40   | 0.11%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1528481.60   | 0.15%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     210000 | PA      | $23444.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     985000 | PA      | $998928.43    | 0.10%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   99000000 | PA      | $99831027.78  | 9.71%             | 2055-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6172000 | PA      | $-96527.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-43, Class JS                                                                    | CUSIP: 3136B5A54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     777568 | PA      | $87441.93     | 0.01%             | 2049-08-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2745595.49   | 0.27%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-7272.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                   | Teva Pharmaceutical Finance Netherlands II BV                                                     | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     930000 | PA      | $1122207.36   | 0.11%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                            | Osaic Holdings, Inc.                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     295000 | PA      | $304928.52    | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    2570000 | PA      | $2723424.73   | 0.26%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One Corp.                                   | Liberty Media Corp.-Liberty Formula One Corp.                                                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     281000 | PA      | $373308.50    | 0.04%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1150.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                              | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    1336000 | PA      | $1424616.88   | 0.14%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2018-58, Class AI                                                                    | CUSIP: 3136B2XF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11469134 | PA      | $1600120.76   | 0.16%             | 2048-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-71, Class PI                                                                    | CUSIP: 38379BYV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2756776 | PA      | $270158.57    | 0.03%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                 | Transocean Titan Financing Ltd.                                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     368333 | PA      | $378389.58    | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8488.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86078.49     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                                         | Rivian Automotive, Inc.                                                                           | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     440000 | PA      | $456995.00    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-LC15, Class D                                                    | CUSIP: 12591TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     351784 | PA      | $346146.85    | 0.03%             | 2047-04-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                                  | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     253000 | PA      | $372163.00    | 0.04%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                           | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1224972.75   | 0.12%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-3104.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     810000 | PA      | $816152.88    | 0.08%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vertex, Inc.                                                                    | Vertex, Inc.                                                                                      | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |     252000 | PA      | $257040.00    | 0.03%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4484, Class TI                                                                      | CUSIP: 3137BJRY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     476468 | PA      | $21639.33     | 0.00%             | 2044-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Strategy, Inc.                                                                  | Strategy, Inc.                                                                                    | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     226000 | PA      | $203119.92    | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   41853000 | PA      | $351549.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5923928.62   | 0.58%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-83, Class SY                                                                    | CUSIP: 38381XBN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1139645 | PA      | $142351.29    | 0.01%             | 2049-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5093, Class YI                                                                      | CUSIP: 3137FYLH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2120819 | PA      | $506508.58    | 0.05%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                  | Alimentation Couche-Tard, Inc.                                                                    | CUSIP: 01626UXA8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |    2030000 | PA      | $2027557.30   | 0.20%             | 2025-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                                              | CPM Holdings, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     992936 | PA      | $991848.31    | 0.10%             | 2028-09-28      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                       | FMC Corp.                                                                                         | CUSIP: 34410WX15<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |    4070000 | PA      | $4069448.92   | 0.40%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | Mid-America Apartments LP                                                                         | CUSIP: 59524NX64<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    3115000 | PA      | $3112796.45   | 0.30%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class C                                         | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     844000 | PA      | $813341.70    | 0.08%             | 2045-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     340000 | PA      | $345897.30    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                          | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     234388 | PA      | $231120.65    | 0.02%             | 2028-03-13      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     435000 | PA      | $446910.86    | 0.04%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                             | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     197320 | PA      | $195607.03    | 0.02%             | 2030-11-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2743.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1846425.06   | 0.18%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-30                                                                              | CUSIP: 3136ANRR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     588056 | PA      | $80196.19     | 0.01%             | 2045-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-H12, Class IH                                                                   | CUSIP: 38380QEG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37191966 | PA      | $2645501.77   | 0.26%             | 2070-07-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     625000 | PA      | $648143.75    | 0.06%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   25226900 | PA      | $168647.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -168 | NC      | $-176105.16   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                                           | Affirm Holdings, Inc.                                                                             | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     339000 | PA      | $369001.50    | 0.04%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 22 Ltd.                                                      | Northwoods Capital 22 Ltd., Series 2020-22A, Class DRR                                            | CUSIP: 66858HBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2200000 | PA      | $2236029.52   | 0.22%             | 2031-09-16      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                               | Solstice Advanced Materials, Inc.                                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     530000 | PA      | $532082.30    | 0.05%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                        | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1022472.64   | 0.10%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                            | Watco Cos. LLC / Watco Finance Corp.                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $258978.77    | 0.03%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2024-V10, Class XA                                               | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37202553 | PA      | $1671380.51   | 0.16%             | 2057-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     740000 | PA      | $499528.30    | 0.05%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                       | UDR, Inc.                                                                                         | CUSIP: 90352PXF1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | STIV             | CORP              | US        |    2475000 | PA      | $2470595.74   | 0.24%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H06, Class MI                                                                   | CUSIP: 38376RX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12117969 | PA      | $501490.03    | 0.05%             | 2067-02-20      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                             | Clean Harbors, Inc., First Lien, CME Term Loan                                                    | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    1318143 | PA      | $1324734.18   | 0.13%             | 2032-09-24      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                         | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                                | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2566194 | PA      | $1513080.62   | 0.15%             | 2047-05-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81296.37     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                             | Ascendis Pharma A/S                                                                               | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |     209000 | PA      | $285023.75    | 0.03%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                                       | Nova Ltd.                                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     281000 | PA      | $338504.95    | 0.03%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-2, Class A11                                              | CUSIP: 46593NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1017338 | PA      | $1016746.81   | 0.10%             | 2055-07-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   31866700 | PA      | $181525.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1344889.70   | 0.13%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-38, Class A3                                                  | CUSIP: 12667GZ30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368690 | PA      | $337992.78    | 0.03%             | 2035-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class D                 | CUSIP: 46639YAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     239000 | PA      | $18229.01     | 0.00%             | 2046-04-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | Volkswagen Group of America Finance LLC                                                           | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1304670.16   | 0.13%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     540000 | PA      | $-67434.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                           | Veritiv Operating Co.                                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     435000 | PA      | $467397.92    | 0.05%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1038784.59   | 0.10%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2393753.98   | 0.23%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-6834.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                             | Armenia Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |     850000 | PA      | $767840.93    | 0.07%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                                          | Boots Group Bidco Ltd. (The), First Lien, Closing Date Dollar CME Term Loan                       | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     117295 | PA      | $117759.13    | 0.01%             | 2032-08-30      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1250178.14   | 0.12%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 399, Class 2                                                                         | CUSIP: 3136FKAB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8884 | PA      | $1796.34      | 0.00%             | 2039-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                      | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |     587895 | PA      | $588997.79    | 0.06%             | 2029-10-22      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4324.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      44000 | PA      | $2936.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87613EX18<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |    3965000 | PA      | $3964492.88   | 0.39%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9995000 | PA      | $-10266.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2734000 | PA      | $68023.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8703000 | PA      | $-24496.50    | -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      | $1234.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-46, Class SA                                                                    | CUSIP: 38379AYU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4695450 | PA      | $509106.03    | 0.05%             | 2044-03-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-179, Class WI                                                                   | CUSIP: 38380UMS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3030297 | PA      | $689410.69    | 0.07%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                         | Ukraine Government Bond                                                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     355122 | PA      | $200348.21    | 0.02%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                                | Cloudflare, Inc.                                                                                  | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     541000 | PA      | $615658.00    | 0.06%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                     | Euronext NV                                                                                       | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $697856.41    | 0.07%             | 2032-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                        | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN3, Class M2                        | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | CORP              | US        |    4501000 | PA      | $4679702.30   | 0.46%             | 2051-11-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                                   | Wayfair, Inc.                                                                                     | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     223000 | PA      | $340359.84    | 0.03%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1617.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1616000 | PA      | $-4578.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H15, Class EI                                                                   | CUSIP: 38380LJS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35118979 | PA      | $1878549.33   | 0.18%             | 2068-08-20      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                         | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A4                                 | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    2390000 | PA      | $2354212.38   | 0.23%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     405000 | PA      | $417471.98    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6129800 | PA      | $73361.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-DNA1, Class B2                                                     | CUSIP: 35563KBE9<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | CORP              | US        |     111000 | PA      | $137136.15    | 0.01%             | 2049-01-25      | Floating      | 15.22%                | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2025-NQM14, Class A1F                                                           | CUSIP: 673924AP1<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |     215297 | PA      | $215653.03    | 0.02%             | 2065-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                              | Morocco Government Bond                                                                           | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     539000 | PA      | $517367.38    | 0.05%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2021-L7, Class XA                                          | CUSIP: 61772TBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6094172 | PA      | $250729.45    | 0.02%             | 2054-10-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1733244.22   | 0.17%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-DNA3, Class B2                                               | CUSIP: 35565WBE1<br>LEI: 5493000ITGOA1OPGRQ72 | Long             | ABS-MBS          | CORP              | US        |     239000 | PA      | $311957.90    | 0.03%             | 2050-06-25      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 3A1                                               | CUSIP: 02146QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2810963 | PA      | $2507747.48   | 0.24%             | 2046-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                             | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2B                                  | CUSIP: 17312EAC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     793435 | PA      | $696389.93    | 0.07%             | 2037-03-25      | Floating      | 4.45%                 | 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        |     241000 | PA      | $234058.86    | 0.02%             | 2047-09-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H23, Class BI                                                                   | CUSIP: 38376RHE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16010404 | PA      | $359033.32    | 0.03%             | 2065-09-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC, First Lien, Term Loan, B5                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    1555312 | PA      | $1508653.12   | 0.15%             | 2027-04-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     119000 | PA      | $7941.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1592437 | PA      | $1483550.46   | 0.14%             | 2051-07-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                       | UKG, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    1301850 | PA      | $1302025.75   | 0.13%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4000, Class PI                                                                      | CUSIP: 3137ALYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2098964 | PA      | $278928.66    | 0.03%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18528.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Uruguay Government Bond                                                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     500000 | PA      | $474625.00    | 0.05%             | 2050-06-18      | 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      | $392.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                             | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2232338.55   | 0.22%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     485000 | PA      | $494118.41    | 0.05%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     940000 | PA      | $924813.43    | 0.09%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1403000 | PA      | $1439310.79   | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1513313.41   | 0.15%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                         | Eskom Holdings SOC Ltd.                                                                           | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |     230000 | PA      | $236985.88    | 0.02%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer