# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0002071691-26-012491
**Filing Date:** 2026-5
**Character Count:** 249618
**Document Hash:** 64c1805fb4dfcce8c60b09ec07ab1d5b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012491.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012491

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds V
- **CENTRAL INDEX KEY:** 0001738078

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 261029738

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Inflation Protected Bond Portfolio (Series ID: S000062365)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202308 | Investor A Shares    |  |
| C000202309 | Investor C Shares    |  |
| C000202310 | Institutional Shares |  |
| C000202311 | Class K Shares       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds V

- **b. Investment Company Act file number:** 811-23339

- **c. CIK number of Registrant:** 0001738078

- **d. LEI of Registrant:** 54930077DSFQPJDWM487

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Inflation Protected Bond Portfolio

- **b. EDGAR series identifier (if any):** S000062365

- **c. LEI of Series:** 7C48ZH5S2PWOI6S4EV85

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1957770438.68

**Total Liabilities:** $227415183.43

**Net Assets:** $1730355255.25

**Amount of Assets Invested in Other Investment Companies:** $465504.72

**Cash Not Reported:** $2586108.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9512.49000000 | **1-Year:** 1735.39000000 | **5-Year:** 30262.05000000 | **10-Year:** 508.30000000 | **30-Year:** 2438.57000000

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

- **3-Month:** 18397.92000000 | **1-Year:** 17463.03000000 | **5-Year:** 10727.73000000 | **10-Year:** 4461.64000000 | **30-Year:** -9182.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202311 | 0.53%                | 1.23%                | -1.48%               |
| Class ID C000202310 | 0.62%                | 1.22%                | -1.46%               |
| Class ID C000202309 | 0.45%                | 1.21%                | -1.64%               |
| Class ID C000202308 | 0.54%                | 1.25%                | -1.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2098503.72             | $16620089.97                               |
| Month 2  | $-1635139.37             | $25289919.12                               |
| Month 3  | $-8679100.45             | $-30558029.02                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Treasury Inflation Protected Securities (TIPS) Index (Series L)

- **Index Identifier:** LBUTTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18418383 | PA      | $19363280.11  | 1.12%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |       551 | OU      | $30.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93307.39     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  10280652 | PA      | $-244547.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                 | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99952.44     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27848799 | PA      | $23001649.73  | 1.33%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85828.88     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR11, Class E2                             | CUSIP: 74333XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3803874.00   | 0.22%             | 2039-01-17      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                   | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102841.00    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99179.04     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72049397 | PA      | $67974222.85  | 3.93%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -3007400 | PA      | $-15875.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       508 | OU      | $52.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | EC               | CORP              | KY        |     23520 | NS      | $3195.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   8855000 | PA      | $262207.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5482, Class FB         | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    720024 | PA      | $727759.24    | 0.04%             | 2054-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                     | FRTKL, Series 2021-SFR1, Class E2                                                   | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3936528.40   | 0.23%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56089357 | PA      | $52400894.71  | 3.03%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                         | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101878.70    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    738410 | PA      | $732568.22    | 0.04%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class A                                        | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235000 | PA      | $2233605.58   | 0.13%             | 2042-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -47851822 | PA      | $-24825179.76 | -1.43%            | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                             | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104907.70    | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $867007.20    | 0.05%             | 2041-06-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     51369 | PA      | $7448.51      | 0.00%             | 2026-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                              | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194047.80    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   5248206 | PA      | $134240.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K83, Class B      | CUSIP: 302958AN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1977525.40   | 0.11%             | 2051-11-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   5248206 | PA      | $-126539.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $103612.25    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                               | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95394.01     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                            | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214797.60    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                         | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104540.00    | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                | AMSR Trust, Series 2021-SFR1, Class E2                                              | CUSIP: 00179DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3493508.18   | 0.20%             | 2038-06-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40993326 | PA      | $40867269.03  | 2.36%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   4486359 | PA      | $-127340.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   7018000 | PA      | $-78083.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  26520000 | PA      | $67216.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                         | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100913.10    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-1, Class A1                                 | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   1100176 | PA      | $1094544.73   | 0.06%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   4383000 | PA      | $1277624.54   | 0.07%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                   | Credit Acceptance Corp.                                                             | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103618.40    | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73650867 | PA      | $73288852.76  | 4.24%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                   | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99377.48     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1991.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  10280652 | PA      | $260227.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   5145300 | PA      | $135027.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                    | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97233.82     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685128 | PA      | $685770.73    | 0.04%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20973981 | PA      | $16071307.29  | 0.93%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98514.27     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -11117000 | PA      | $-10190331.68 | -0.59%            | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $100920.00    | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-18, Class FH | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198757 | PA      | $200434.19    | 0.01%             | 2054-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Champion Path Holdings Ltd.                                               | Champion Path Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 549300QWJFPV5413KI88       | Long             | DBT              | CORP              | VG        |    545000 | PA      | $521406.95    | 0.03%             | 2028-01-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   7018000 | PA      | $69184.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98670.43     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  34558000 | PA      | $-95564.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                          | WULF Compute LLC                                                                    | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105668.00    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189774.83    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VOLT, Class A                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1725000 | PA      | $1719609.38   | 0.10%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | United Wholesale Mortgage LLC                                                       | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98421.02     | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7264.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   2245350 | PA      | $60437.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12573840 | PA      | $9321434.76   | 0.54%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                     | Rocket Software, Inc.                                                               | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99849.83     | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                    | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67000.00     | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23902258 | PA      | $25780333.76  | 1.49%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97326.02     | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FS                                                                        | FS ORL, Series 2026-ORL, Class C                                                    | CUSIP: 30343YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1207731.25   | 0.07%             | 2041-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                              | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99991.06     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                 | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97293.84     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                     | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99378.43     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2022-SFR1, Class E2                              | CUSIP: 74333YAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3835205.20   | 0.22%             | 2041-02-17      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K94, Class B      | CUSIP: 30310XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1950486.00   | 0.11%             | 2052-07-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94371.71     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                  | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103821.40    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                     | DENTSPLY SIRONA, Inc.                                                               | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97652.97     | 0.01%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                         | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99974.93     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101400.30    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-JDI, Class A                              | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1837982 | PA      | $1838554.23   | 0.11%             | 2042-11-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                 | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95991.46     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                         | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92262.18     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102439.30    | 0.01%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                 | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101692.30    | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52974033 | PA      | $52673513.52  | 3.04%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                           | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105641.91    | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $-9009.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-KING, Class A                             | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1974012 | PA      | $1974012.50   | 0.11%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       151 | OU      | $23.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FD         | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385943 | PA      | $388907.56    | 0.02%             | 2054-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15225093 | PA      | $14729998.44  | 0.85%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98853.12     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                        | New Zealand Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |     30827 | OU      | $17715.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                              | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105751.20    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                               | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97117.50     | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                        | Uniti Services LLC                                                                  | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103965.17    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                               | HSBC Securities (USA), Inc.                                                         | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        | -12450000 | PA      | $-12450000.00 | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp.                                                             | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5997.24      | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55674315 | PA      | $57151788.02  | 3.30%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                       | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5008.07      | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                             | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104515.70    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53097856 | PA      | $53297007.06  | 3.08%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95053.89     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   5042302 | PA      | $-105281.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H10, Class A1                                     | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854068 | PA      | $848814.58    | 0.05%             | 2071-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |       751 | OU      | $79.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   5871000 | PA      | $-889.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -5500000 | PA      | $-5525332.51  | -0.32%            | 2056-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61455892 | PA      | $60070319.65  | 3.47%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                           | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100335.90    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                   | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100800.00    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -10074960 | PA      | $-9505111.80  | -0.55%            | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K73, Class B      | CUSIP: 35708YAS5<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   1350000 | PA      | $1327123.85   | 0.08%             | 2051-02-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8765.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101999.10    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                          | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94427.02     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                    | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $294248.62    | 0.02%             | 2035-07-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9150000 | PA      | $8113833.96   | 0.47%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-95, Class FC | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115088 | PA      | $116058.41    | 0.01%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                     | Pilgrim's Pride Corp.                                                               | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95521.62     | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                             | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100942.20    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2025-1, Class A1                              | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505677 | PA      | $1500325.19   | 0.09%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                               | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204165.85    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        | -16360000 | PA      | $-96328.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-2, Class FG  | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735808 | PA      | $742271.84    | 0.04%             | 2055-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   6088500 | PA      | $-2666.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   9530000 | PA      | $-431756.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -25 | NC      | $-1646.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                             | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101832.11    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2026-1PARK, Class A                           | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1115450.00   | 0.06%             | 2043-02-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                          | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |    545000 | PA      | $539904.25    | 0.03%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VIV3, Class B                             | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $122450.21    | 0.01%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193472.36    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98982.53     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                         | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103476.89    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94843.49     | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 3-Year Bond                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       111 | NC      | $-42607.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                           | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1354000 | PA      | $1352311.02   | 0.08%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5500, Class DF         | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    502725 | PA      | $506559.72    | 0.03%             | 2054-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class A10                                               | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $701380.75    | 0.04%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                      | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100488.00    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                    | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103058.80    | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                         | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97475.92     | 0.01%             | 2056-06-09      | Variable      | 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      | $196.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MLTI Trust                                                                | MLTI Trust, Series 2026-SF75, Class A                                               | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1057000 | PA      | $1051715.00   | 0.06%             | 2031-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       180 | NC      | $-176637.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HONO Mortgage Trust                                                       | HONO Mortgage Trust, Series 2021-LULU, Class A                                      | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $326493.75    | 0.02%             | 2036-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                    | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191815.98    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                         | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102078.40    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   3749999 | PA      | $-4987.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14064070 | PA      | $10097965.62  | 0.58%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  21974500 | PA      | $-170088.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VIV2, Class C                             | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $885227.58    | 0.05%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   8275000 | PA      | $-16033.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5513, Class FD         | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3978563 | PA      | $4006519.43   | 0.23%             | 2055-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9417000 | PA      | $8632036.83   | 0.50%             | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX   | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    696000 | PA      | $654313.08    | 0.04%             | 2028-04-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-42, Class FE | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509773 | PA      | $515876.17    | 0.03%             | 2055-06-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19011814 | PA      | $13479085.25  | 0.78%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                    | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106354.20    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                  | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109920.40    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94250.00     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                       | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93757.31     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8639813 | PA      | $9531102.75   | 0.55%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                         | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102317.62    | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   2674250 | PA      | $13580.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class A15                                               | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $701380.75    | 0.04%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                       | Jazz Securities DAC                                                                 | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $195055.98    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PGA Trust                                                                 | PGA Trust, Series 2024-RSR2, Class A                                                | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996562.50    | 0.06%             | 2039-06-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                            | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88802.03     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2026-3A, Class A2                                     | CUSIP: 74690FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895000 | PA      | $879017.00    | 0.05%             | 2056-01-05      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. Australian Bank Bills                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        21 | NC      | $-18680.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                     | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95151.89     | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                    | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94317.19     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209496.33    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $33371.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4401000 | PA      | $-32820.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   4060000 | PA      | $126771.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98451.61     | 0.01%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                               | Tricon American Homes Trust, Series 2020-SFR2, Class E2                             | CUSIP: 89613JAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3832360.00   | 0.22%             | 2039-11-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| DBSG Mortgage Trust                                                       | DBSG Mortgage Trust, Series 2024-ALTA, Class A                                      | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $348229.65    | 0.02%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14471.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FC         | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290233 | PA      | $293330.81    | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                          | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100594.00    | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    937790 | PA      | $4970645.41   | 0.29%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                               | Bell Telephone Co. of Canada or Bell Canada                                         | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101133.20    | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21667202 | PA      | $19095659.90  | 1.10%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                  | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94987.05     | 0.01%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                        | Imola Merger Corp.                                                                  | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97193.37     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc.                                                                        | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99324.49     | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100797.22    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                    | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32238.94     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                        | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $103619.10    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19145559 | PA      | $19858385.07  | 1.15%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -92 | NC      | $21581.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -3850283 | PA      | $-3819820.02  | -0.22%            | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105899.80    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                 | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199614.00    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2026-1A, Class A2                                     | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758000 | PA      | $740802.42    | 0.04%             | 2056-01-05      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                 | Commonwealth of Australia                                                           | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   3500000 | PA      | $3219203.21   | 0.19%             | 2035-08-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99005.75     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5570, Class FA         | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422570 | PA      | $426203.95    | 0.02%             | 2055-05-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92981.14     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                            | Home Partners of America Trust, Series 2021-3, Class E2                             | CUSIP: 43730XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3590567 | PA      | $3331892.20   | 0.19%             | 2041-01-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-NQM5, Class A1                                              | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2286386 | PA      | $2281670.31   | 0.13%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                                 | LEX Trust, Series 2026-450, Class A                                                 | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1047000 | PA      | $1042419.38   | 0.06%             | 2043-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96857.67     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11110086 | PA      | $10872193.90  | 0.63%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FM         | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388995 | PA      | $393166.91    | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       965 | OU      | $1206.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   4065000 | PA      | $121629.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                           | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    100000 | PA      | $104844.60    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                            | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $779512.50    | 0.05%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58871192 | PA      | $59456674.33  | 3.44%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93775.52     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98959.94     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  39000000 | PA      | $-67512.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tricon American Homes                                                     | Tricon American Homes Trust, Series 2020-SFR1, Class E                              | CUSIP: 89613GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1987279.40   | 0.11%             | 2038-07-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Yen                                                                       | Yen                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |  15282815 | OU      | $96297.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                 | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93632.72     | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101549.10    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                               | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $302293.91    | 0.02%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                     | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92722.73     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                                 | Mill City Solar Loan Ltd., Series 2019-1A, Class A                                  | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    701257 | PA      | $656244.29    | 0.04%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                               | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97601.35     | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   2245350 | PA      | $-62919.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6895000 | PA      | $7037748.01   | 0.41%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  34000000 | PA      | $-27534.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                      | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103061.52    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                              | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   7393162 | NS      | $7393161.76   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |    651855 | OU      | $468589.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101456.80    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90867.01     | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   7499998 | PA      | $-31733.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   3528000 | PA      | $1049549.33   | 0.06%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                         | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98777.74     | 0.01%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2020-K737, Class B     | CUSIP: 30300SAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    932000 | PA      | $922883.55    | 0.05%             | 2053-01-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                         | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75000.00     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                             | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $830000.00    | 0.05%             | 2039-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2717500 | PA      | $2759377.18   | 0.16%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                            | ARES Commercial Mortgage Trust, Series 2026-AZURE, Class A                          | CUSIP: 03990QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1510000.00   | 0.09%             | 2038-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2022-SFR2, Class E2                              | CUSIP: 74332VAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2949307.80   | 0.17%             | 2027-04-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                              | Kohl's Corp.                                                                        | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75263.87     | 0.00%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co. Ltd.                                            | Yuzhou Group Holdings Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | EC               | CORP              | KY        |     26070 | NS      | $528.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2021-1, Class A1                              | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3365661 | PA      | $2832483.09   | 0.16%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19578716 | PA      | $10405978.78  | 0.60%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                           | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14327.61     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2026-SFR1, Class E                               | CUSIP: 74334HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $646276.19    | 0.04%             | 2043-02-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88500.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100698.80    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   4697000 | PA      | $-763.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  10950000 | PA      | $-37840.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   5428727 | PA      | $27827.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                           | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98895.39     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5508, Class FE         | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    554449 | PA      | $560791.00    | 0.03%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $106850.00    | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65955676 | PA      | $66276646.50  | 3.83%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94742.85     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                           | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100592.50    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                            | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102596.29    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $105847.80    | 0.01%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   9530000 | PA      | $441110.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105941.70    | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19922795 | PA      | $11270172.41  | 0.65%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100101.20    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                          | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192934.72    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                  | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210108.00    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                       | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103120.00    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                  | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98545.21     | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   2200403 | PA      | $-55329.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                               | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99777.53     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | 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        |    200000 | PA      | $222750.00    | 0.01%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -1503700 | PA      | $-10414.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95724.54     | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75091702 | PA      | $76357677.31  | 4.41%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $105494.50    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                 | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94699.23     | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                             | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102358.59    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -69790000 | PA      | $-265506.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   6490000 | PA      | $-68655.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2023-NQM3, Class A1                         | CUSIP: 10568EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2124178 | PA      | $2120933.01   | 0.12%             | 2062-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                      | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99519.21     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                         | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104419.50    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  19770000 | PA      | $-74057.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                              | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183140.28    | 0.01%             | 2029-09-01      | 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      | $207546.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Canada 10-Year Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        88 | NC      | $13830.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                           | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99414.00     | 0.01%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                 | Michaels Cos., Inc. (The)                                                           | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97349.40     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20715306 | PA      | $15254236.32  | 0.88%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10723359 | PA      | $9956480.27   | 0.58%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc.                                                                   | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103600.10    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                 | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97699.01     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     97000 | PA      | $62454.39     | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                  | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98692.41     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Argentine Peso                                                            | Argentine Peso                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AR        |      2153 | OU      | $1.46         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99904.18     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                        | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98681.94     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM7, Class A1                     | CUSIP: 64831YAE6<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |   1831693 | PA      | $1821509.20   | 0.11%             | 2065-10-26      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   5042302 | PA      | $111672.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |  -1937000 | PA      | $-5326.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   4698000 | PA      | $-4999.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5539, Class FC         | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380487 | PA      | $384567.45    | 0.02%             | 2055-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32221546 | PA      | $31832501.00  | 1.84%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Nota Do Tesouro Nacional                                                            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     66310 | PA      | $10410203.38  | 0.60%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  34558000 | PA      | $97773.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                  | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6216.17      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        | -47430000 | PA      | $-170021.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11006682 | PA      | $11057377.79  | 0.64%             | 2056-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                 | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213119.61    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                            | Enterprise Fleet Financing LLC, Series 2025-4, Class A4                             | CUSIP: 29373NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782000 | PA      | $776840.91    | 0.04%             | 2032-06-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  21800000 | PA      | $-16019.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                       | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94135.86     | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38160537 | PA      | $36519483.63  | 2.11%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                  | Foundation Finance Trust, Series 2025-3A, Class A                                   | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899354 | PA      | $892276.13    | 0.05%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   2200403 | PA      | $50908.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                               | SV RNO Property Owner 1 LLC                                                         | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $68205.99     | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                 | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104296.50    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |  -1937000 | PA      | $-20741.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                             | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457666 | PA      | $1457665.93   | 0.08%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-248258.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                  | Endo Finance Holdings LP                                                            | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104707.40    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2023-DSC1, Class A1                              | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1173585 | PA      | $1141407.67   | 0.07%             | 2063-07-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       221 | NC      | $-124892.84   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                     | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98504.86     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                            | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103997.53    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. CORRA                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        10 | NC      | $-3265.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  43949000 | PA      | $374377.73    | 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      | $11068.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58832975 | PA      | $58304925.71  | 3.37%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5516, Class FC         | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2314762 | PA      | $2334086.66   | 0.13%             | 2055-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                   | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101705.90    | 0.01%             | 2030-12-15      | 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      | $-8692.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   3746631 | PA      | $102825.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2024-CRE9, Class A                                               | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    465759 | PA      | $465528.51    | 0.03%             | 2041-05-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     20312 | OU      | $14014.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                       | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102962.90    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |  -1948000 | PA      | $-27139.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   5145300 | PA      | $-126724.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $-7500.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103045.60    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                   | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98331.72     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  32961750 | PA      | $-151440.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   3820000 | PA      | $1264.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102536.90    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   3746631 | PA      | $-114682.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LQR Trust                                                                 | LQR Trust, Series 2025-CALI, Class A                                                | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689000 | PA      | $684283.38    | 0.04%             | 2043-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    102987 | PA      | $14933.12     | 0.00%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                                | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95760.32     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   4065000 | PA      | $-127574.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49812390 | PA      | $45838693.97  | 2.65%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60729294 | PA      | $58487424.94  | 3.38%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                | AMSR Trust, Series 2022-SFR1, Class E2                                              | CUSIP: 00179WAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4912000 | PA      | $4834256.79   | 0.28%             | 2039-03-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc.                                                           | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58021.29     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29966.07     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     51245 | PA      | $7747.73      | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  27895000 | PA      | $376305.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                 | Commonwealth of Australia                                                           | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |  10780000 | PA      | $7937694.95   | 0.46%             | 2032-11-21      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust                                             | CIP Commercial Mortgage Trust, Series 2025-SBAY, Class A                            | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1617000 | PA      | $1615989.38   | 0.09%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                     | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103549.50    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                 | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $103072.00    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        57 | NC      | $-12952.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |  21843216 | OU      | $4216959.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98875.55     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   8855000 | PA      | $-235718.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ARIA, Class A                                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1920056.53   | 0.11%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -342 | NC      | $508957.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102440.40    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   4486359 | PA      | $117202.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216050.15    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102958.67    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                               | PRKCM Trust, Series 2022-AFC2, Class A1                                             | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584536 | PA      | $582804.97    | 0.03%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81885.54     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forint                                                                    | Forint                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |       842 | OU      | $2.53         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30606454 | PA      | $21977021.82  | 1.27%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101437.50    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57501401 | PA      | $57255628.30  | 3.31%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   3105000 | PA      | $-2495.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       465 | NC      | $-50098.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21181912 | PA      | $19683244.74  | 1.14%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                           | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97731.54     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                       | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99644.33     | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98703.28     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                    | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199169.33    | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98234.36     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                            | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101280.00    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -2717500 | PA      | $-2759377.18  | -0.16%            | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1622000 | PA      | $-15811.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10-Year Bond                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        58 | NC      | $-43594.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                       | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96281.52     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                            | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101790.90    | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                                            | HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class A                           | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $870000.00    | 0.05%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-13, Class FB | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591040 | PA      | $595019.76    | 0.03%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  43949000 | PA      | $-345288.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20235000 | PA      | $19954272.56  | 1.15%             | 2056-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2024-BHP, Class A                                               | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $580080.33    | 0.03%             | 2039-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                        | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72298.00     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -47 | NC      | $183228.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential Trust                                                  | Tricon Residential Trust, Series 2021-SFR1, Class E2                                | CUSIP: 89614YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3471114.15   | 0.20%             | 2038-07-17      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K91, Class B      | CUSIP: 30309JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1973288.00   | 0.11%             | 2051-04-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -38850000 | PA      | $-114144.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    154855 | PA      | $22841.11     | 0.00%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                                                  | PFP Ltd., Series 2026-13, Class A                                                   | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    802000 | PA      | $801995.75    | 0.05%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        | -33036244 | PA      | $-33036243.75 | -1.91%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   8855000 | PA      | $252683.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  29200000 | PA      | $53952.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                        | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73282.00     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-88, Class FC | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470824 | PA      | $474427.71    | 0.03%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52498212 | PA      | $54345313.50  | 3.14%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                  | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112077.80    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                 | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97349.80     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   7070000 | PA      | $21304.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                               | HSBC Securities (USA), Inc.                                                         | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        | -31868100 | PA      | $-31868100.00 | -1.84%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -80 | NC      | $-46042.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FS                                                                        | FS, Series 2026-ORL, Class A                                                        | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755000 | PA      | $1751709.38   | 0.10%             | 2041-02-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198090.24    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5468, Class WF         | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634504 | PA      | $636413.65    | 0.04%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   8585540 | PA      | $-196689.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                               | CRSNT Trust, Series 2026-MOON, Class A                                              | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1866796.88   | 0.11%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-645.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   2290257 | PA      | $60194.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                  | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102855.65    | 0.01%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd.                                                   | China Aoyuan Group Ltd.                                                             | CUSIP: N/A<br>LEI: 549300YSOKQO5QD6MP25       | Long             | DBT              | CORP              | KY        |    545000 | PA      | $8175.00      | 0.00%             | 2026-03-24      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                    | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99993.65     | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  65923500 | PA      | $298898.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   4060000 | PA      | $-134236.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12588144 | PA      | $8907054.42   | 0.51%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    345000 | PA      | $3881.25      | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57141830 | PA      | $58039046.28  | 3.35%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  26520000 | PA      | $-46438.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                        | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102442.68    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100641.44    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                       | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $91243.09     | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -38850000 | PA      | $-3237.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5515, Class FB         | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292986 | PA      | $295492.47    | 0.02%             | 2055-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K82, Class B      | CUSIP: 30297LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2043000 | PA      | $2012924.79   | 0.12%             | 2028-09-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                     | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305598.90    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-K65, Class B      | CUSIP: 30302XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1987981.00   | 0.11%             | 2050-07-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  21974500 | PA      | $197051.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                      | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190020.60    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102109.40    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                        | APLD ComputeCo LLC                                                                  | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103032.20    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | 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      | $101967.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100816.19    | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                       | Stagwell Global LLC                                                                 | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95205.24     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93297.94     | 0.01%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                            | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200239.60    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                  | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98797.89     | 0.01%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                           | Mohegan Tribal Gaming Authority                                                     | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104176.70    | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class A                                                 | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $804937.50    | 0.05%             | 2041-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                            | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99113.82     | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   2290257 | PA      | $-64725.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5479, Class FB         | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220461 | PA      | $222154.53    | 0.01%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2024-3ELV, Class A                                                | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452598 | PA      | $453313.20    | 0.03%             | 2029-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $3173640.65   | 0.18%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                               | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94505.83     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                 | Park River Holdings, Inc.                                                           | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92103.32     | 0.01%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class A                                               | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $327628.13    | 0.02%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                              | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97696.76     | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45610298 | PA      | $45590191.50  | 2.63%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E2                     | CUSIP: 64831KAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3914161.20   | 0.23%             | 2039-02-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                               | HSBC Securities (USA), Inc.                                                         | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        | -19676625 | PA      | $-19676625.00 | -1.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92560.00     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                         | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92000.88     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                            | Home Partners of America Trust, Series 2021-2, Class E2                             | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3837380 | PA      | $3770112.84   | 0.22%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                          | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79615.14     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54314253 | PA      | $51696456.17  | 2.99%             | 2030-07-15      | Fixed         | 0.12%                 | 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      | $-19825.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                              | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185833.56    | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   8585540 | PA      | $229577.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                      | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93992.52     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  27895000 | PA      | $-377009.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                              | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100650.20    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39037550 | PA      | $37963212.36  | 2.19%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1556568.28   | 0.09%             | 2056-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                     | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $104855.90    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                  | Studio City Finance Ltd.                                                            | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    545000 | PA      | $510866.65    | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100922.70    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                | Alcoa Nederland Holding BV                                                          | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $194428.91    | 0.01%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                           | FirstCash, Inc.                                                                     | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99444.84     | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL4, Class D                              | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    835146 | PA      | $837234.22    | 0.05%             | 2039-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     73093 | PA      | $10598.49     | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -85095000 | PA      | $-331351.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                               | HSBC Securities (USA), Inc.                                                         | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   3091600 | PA      | $3091600.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2021-3, Class A1                         | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2724128 | PA      | $2273933.22   | 0.13%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   6490000 | PA      | $64428.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                            | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103465.30    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FG         | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294767 | PA      | $297928.95    | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                       | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101650.00    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                          | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93405.24     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  38850000 | PA      | $10640.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR8, Class E2                              | CUSIP: 74333TAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3943049.20   | 0.23%             | 2038-10-17      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc.                                                                  | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95594.82     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |  32961750 | PA      | $-148310.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5563, Class FA         | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    616348 | PA      | $620752.59    | 0.04%             | 2055-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       143 | NC      | $-129932.04   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                     | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98915.26     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                          | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92752.02     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87683.46     | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                    | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107044.24    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25211441 | PA      | $19414825.20  | 1.12%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                 | ACREC LLC, Series 2026-FL4, Class A                                                 | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1830000 | PA      | $1824583.93   | 0.11%             | 2043-01-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                                | UNIV Trust, Series 2025-APTS, Class A                                               | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710000 | PA      | $1703993.45   | 0.10%             | 2042-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR9, Class E2                              | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3315627.70   | 0.19%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-98.52       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                     | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102464.80    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                            | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105708.32    | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-12, Class A1                                  | CUSIP: 19688UAD4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |   1100391 | PA      | $1094616.47   | 0.06%             | 2071-01-26      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $174124.70    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR10, Class E2                             | CUSIP: 74333WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    663145 | PA      | $635407.31    | 0.04%             | 2040-12-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    155230 | PA      | $22508.35     | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                 | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94953.99     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                      | EURO                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    843677 | OU      | $975163.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |    737285 | OU      | $975870.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | RPI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   8855000 | PA      | $-230609.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-12, Class A1LC                              | CUSIP: 92490FAE0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   1202367 | PA      | $1194244.05   | 0.07%             | 2070-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $216541.80    | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                          | Marriott Ownership Resorts, Inc.                                                    | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95083.84     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                            | ARES Commercial Mortgage Trust, Series 2026-GCP, Class A                            | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647000 | PA      | $644169.38    | 0.04%             | 2043-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99453.03     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                            | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103293.10    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100598.20    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71356525 | PA      | $37019249.87  | 2.14%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-35, Class FJ | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458868 | PA      | $464745.55    | 0.03%             | 2055-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43419637 | PA      | $40818578.39  | 2.36%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                      | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97747.90     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                               | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98896.26     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1525000 | PA      | $546.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                     | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96286.39     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                             | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96696.31     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        | 276430000 | OU      | $16265.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35214351 | PA      | $34953455.09  | 2.02%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                 | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93982.14     | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                  | One New York Plaza Trust, Series 2020-1NYP, Class AJ                                | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $146087.50    | 0.01%             | 2036-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                             | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103482.74    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   4697000 | PA      | $894.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99104.77     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207573.62    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                      | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $97156.58     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                   | MGM China Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |    545000 | PA      | $539206.65    | 0.03%             | 2027-02-01      | Fixed         | 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      | $85659.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101235.00    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                     | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103874.50    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                         | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193255.36    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-42, Class FA | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274199 | PA      | $277125.87    | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                      | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189008.40    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-506.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102382.44    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                       | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70231.01     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                        | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94383.97     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                | Huntsman International LLC                                                          | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82944.16     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                    | HLF Financing SARL LLC                                                              | CUSIP: 40390DAC9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93574.42     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                           | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103466.90    | 0.01%             | 2032-05-01      | 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      | $68107.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                          | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100067.90    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-NQM6, Class A1A                     | CUSIP: 281916AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    823644 | PA      | $819007.91    | 0.05%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |   6387500 | PA      | $-16697.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                         | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97763.58     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** BlackRock Funds V

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer