# EDGAR Filing Document

**Accession Number:** 0000827773
**File Stem:** 0002071691-26-014409
**Filing Date:** 2026-6
**Character Count:** 419035
**Document Hash:** 780011df999e6d8d32678e0640d623fd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014409.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0002071691-26-014409

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05452
- **FILM NUMBER:** 261113758

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $460062932.24

**Total Liabilities:** $104193049.54

**Net Assets:** $355869882.70

**Delayed Delivery Securities:** $95631575.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -481.27000000 | **1-Year:** -6307.28000000 | **5-Year:** -11813.70000000 | **10-Year:** -6099.32000000 | **30-Year:** -8371.73000000

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

- **3-Month:** -107.54000000 | **1-Year:** 39926.03000000 | **5-Year:** -127057.42000000 | **10-Year:** 52771.61000000 | **30-Year:** -7489.34000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.22%                | -1.42%               | 0.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $160760.77               | $1914628.35                                |
| Month 2  | $-516663.61              | $-5529582.48                               |
| Month 3  | $880855.70               | $1079489.26                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                                              | A&D Mortgage Trust, Series 2024-NQM1, Class A1                                                    | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |    968935 | PA      | $974359.05    | 0.27%             | 2069-02-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    550000 | PA      | $570216.90    | 0.16%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                   | AIB Group plc                                                                                     | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    435000 | PA      | $454732.00    | 0.13%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                              | APLD ComputeCo LLC                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $860327.89    | 0.24%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    910000 | PA      | $906761.46    | 0.25%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305152.00    | 0.09%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                           | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $721483.25    | 0.20%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    670000 | PA      | $668931.89    | 0.19%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148177.77    | 0.04%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                            | Osaic Holdings, Inc.                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    730000 | PA      | $741832.38    | 0.21%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                             | AeroVironment, Inc.                                                                               | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73224.00     | 0.02%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                    | Airbnb, Inc.                                                                                      | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159774.93    | 0.04%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                         | Sumisho Air Lease Corp.                                                                           | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019283.59   | 0.29%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                       | Akamai Technologies, Inc.                                                                         | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    305000 | PA      | $339236.25    | 0.10%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                                       | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $458490.73    | 0.13%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XIII Ltd.                                                           | Allegro CLO Ltd.                                                                                  | CUSIP: 01750WAY5<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |   1175000 | PA      | $1181389.66   | 0.33%             | 2038-07-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $724560.98    | 0.20%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1675030.68   | 0.47%             | 2056-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1751210.04   | 0.49%             | 2056-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-937929.83   | -0.26%            | 2056-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21000000 | PA      | $20202841.05  | 5.68%             | 2056-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1970649.24   | 0.55%             | 2056-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21000000 | PA      | $21107742.60  | 5.93%             | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $8167910.24   | 2.30%             | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                   | Alnylam Pharmaceuticals, Inc.                                                                     | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     42000 | PA      | $51979.20     | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                   | Alnylam Pharmaceuticals, Inc.                                                                     | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    109000 | PA      | $101301.88    | 0.03%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                  | Alphabet, Inc.                                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    530000 | PA      | $525633.18    | 0.15%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                  | Alphabet, Inc.                                                                                    | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405295.58    | 0.11%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA7, Class 1A1                                                | CUSIP: 02146BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710488 | PA      | $666364.18    | 0.19%             | 2046-06-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA7, Class 1A2                                                | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241007 | PA      | $239939.84    | 0.07%             | 2046-06-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 1A1                                               | CUSIP: 02146QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163809 | PA      | $152509.52    | 0.04%             | 2046-08-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 3A1                                               | CUSIP: 02146QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394813 | PA      | $380925.49    | 0.11%             | 2046-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 4A1                                               | CUSIP: 02146QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2147862 | PA      | $1917515.56   | 0.54%             | 2046-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2007-OH1, Class A1D                                                | CUSIP: 02150KAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290868 | PA      | $260229.64    | 0.07%             | 2047-04-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                               | Alumina Pty. Ltd.                                                                                 | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    515000 | PA      | $526776.51    | 0.15%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236773.61    | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336763.88    | 0.09%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                                | Ambipar Lux SARL                                                                                  | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $60500.00     | 0.02%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                    | Ameren Corp.                                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329953.69    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    910000 | PA      | $901160.04    | 0.25%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                  | Amphenol Corp.                                                                                    | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257963.46    | 0.07%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                              | Angola Government Bond                                                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    800000 | PA      | $834612.06    | 0.23%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                          | Antero Resources Corp.                                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    555000 | PA      | $558655.79    | 0.16%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                | AptarGroup, Inc.                                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223484.91    | 0.06%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    700000 | PA      | $740822.93    | 0.21%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    430000 | PA      | $420180.43    | 0.12%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119534.57    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                              | Ares Capital Corp.                                                                                | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    905000 | PA      | $917079.26    | 0.26%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468630.48    | 0.13%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer, Inc.                                            | Asurion LLC and Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303107.71    | 0.09%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456326.83    | 0.13%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | Aviation Capital Group LLC                                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    455000 | PA      | $462591.05    | 0.13%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                     | Avnet, Inc.                                                                                       | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     73000 | PA      | $95447.50     | 0.03%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    335000 | PA      | $357226.05    | 0.10%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121282.21    | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-C26, Class XA                                                   | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5694228 | PA      | $383255.71    | 0.11%             | 2057-05-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-5C29, Class XA                                                  | CUSIP: 05555PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16296489 | PA      | $759251.79    | 0.21%             | 2057-09-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2024-5C6, Class XA                                                     | CUSIP: 05593QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12358728 | PA      | $474251.37    | 0.13%             | 2057-09-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                          | BWX Technologies, Inc.                                                                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    267000 | PA      | $289428.00    | 0.08%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2025-ARIA, Class C                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $718284.85    | 0.20%             | 2042-12-13      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    795000 | PA      | $821088.72    | 0.23%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp., Series L                                                                   | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469089.29    | 0.13%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    955000 | PA      | $980124.46    | 0.28%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438294.55    | 0.12%             | 2032-04-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR7, Class XA                                                           | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10892278 | PA      | $391134.08    | 0.11%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2018-BN11, Class D                                                                   | CUSIP: 06540TAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $234897.77    | 0.07%             | 2061-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2019-BN19, Class C                                                                   | CUSIP: 06540WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253000 | PA      | $188613.12    | 0.05%             | 2061-08-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2024-BNK48, Class XA                                                                 | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9510358 | PA      | $728454.44    | 0.20%             | 2057-10-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR10, Class XA                                                          | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14825590 | PA      | $522418.22    | 0.15%             | 2057-10-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR12, Class XA                                                          | CUSIP: 06644XBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11022942 | PA      | $179374.68    | 0.05%             | 2057-12-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                                             | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $281756.89    | 0.08%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2022-C14, Class XA                                                   | CUSIP: 07336AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10326342 | PA      | $304485.63    | 0.09%             | 2055-02-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-5C31, Class XA                                                  | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4846603 | PA      | $163205.95    | 0.05%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    458511 | PA      | $504613.82    | 0.14%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                        | Bear Stearns ALT-A Trust, Series 2005-10, Class 11A1                                              | CUSIP: 07386HYW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77713 | PA      | $76147.21     | 0.02%             | 2036-01-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2018-B6, Class B                                                 | CUSIP: 08162CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $358529.34    | 0.10%             | 2051-10-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2018-B1, Class D                                                 | CUSIP: 08162PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1029000 | PA      | $402243.30    | 0.11%             | 2051-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2024-V10, Class XA                                               | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14078423 | PA      | $537807.03    | 0.15%             | 2057-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class AS                                               | CUSIP: 08164HBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $442031.60    | 0.12%             | 2059-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class XA                                               | CUSIP: 08164HBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3883817 | PA      | $239007.36    | 0.07%             | 2059-03-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2024-V11, Class XA                                               | CUSIP: 081921BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20385939 | PA      | $380220.19    | 0.11%             | 2057-11-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd.                                                          | Black Diamond CLO Ltd., Series 2024-1A, Class D1                                                  | CUSIP: 09204UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    900000 | PA      | $906739.24    | 0.25%             | 2037-10-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                         | Black Pearl Compute LLC                                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $523156.45    | 0.15%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                                              | Bloom Energy Corp.                                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    330000 | PA      | $575256.00    | 0.16%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2024-5C8, Class XA                                                     | CUSIP: 09661XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5933706 | PA      | $198420.75    | 0.06%             | 2057-12-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    303000 | PA      | $299528.32    | 0.08%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29304.41     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    964000 | PA      | $1011250.13   | 0.28%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $727539.12    | 0.20%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | Boston Properties LP                                                                              | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    109000 | PA      | $102460.00    | 0.03%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Box, Inc.                                                                       | Box, Inc.                                                                                         | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127976.00    | 0.04%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    390000 | PA      | $394407.00    | 0.11%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma, Inc.                                                          | Bridgebio Pharma, Inc.                                                                            | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    178000 | PA      | $177092.20    | 0.05%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                   | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    525410 | PA      | $563419.21    | 0.16%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                         | Burlington Stores, Inc.                                                                           | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     76000 | PA      | $123994.00    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                             | BWAY Mortgage Trust, Series 2022-26BW, Class E                                                    | CUSIP: 12429EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $368250.80    | 0.10%             | 2044-02-10      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2026-CSMO, Class B                                           | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509000 | PA      | $510838.81    | 0.14%             | 2043-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    941000 | PA      | $843277.15    | 0.24%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                               | CD Mortgage Trust, Series 2017-CD4, Class B                                                       | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1032000 | PA      | $947402.11    | 0.27%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E                                          | CUSIP: 12527DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424000 | PA      | $401228.53    | 0.11%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    908000 | PA      | $903466.17    | 0.25%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    725000 | PA      | $748678.67    | 0.21%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                | CMS Energy Corp.                                                                                  | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $125580.00    | 0.04%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR12, Class AM                                                   | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    219253 | PA      | $210311.58    | 0.06%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR16, Class C                                                    | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912000 | PA      | $886368.06    | 0.25%             | 2047-04-10      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                                   | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302980 | PA      | $299156.15    | 0.08%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-UBS6, Class D                                                    | CUSIP: 12592PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371676 | PA      | $360034.39    | 0.10%             | 2047-12-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-CR22, Class B                                                    | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332336 | PA      | $319366.92    | 0.09%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2012-CR4, Class AM                                                    | CUSIP: 12624QAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559000 | PA      | $546665.22    | 0.15%             | 2045-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-DC1, Class AM                                                    | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188718 | PA      | $185870.52    | 0.05%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-DC1, Class B                                                     | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906000 | PA      | $869017.80    | 0.24%             | 2048-02-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR13, Class D                                                    | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733687 | PA      | $415457.33    | 0.12%             | 2046-11-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR14, Class C                                                    | CUSIP: 12630DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    552000 | PA      | $541286.62    | 0.15%             | 2047-02-10      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR17, Class D                                                    | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $637997.10    | 0.18%             | 2047-05-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118406.58    | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $410083.98    | 0.12%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-38, Class A3                                                  | CUSIP: 12667GZ30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289076 | PA      | $270927.79    | 0.08%             | 2035-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-59, Class 1A1                                                 | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822653 | PA      | $792327.44    | 0.22%             | 2035-11-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                        | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    715000 | PA      | $731947.82    | 0.21%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                                      | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    445000 | PA      | $456802.77    | 0.13%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290327.74    | 0.08%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    155000 | PA      | $157331.82    | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    440000 | PA      | $438910.08    | 0.12%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                    | Chefs' Warehouse, Inc. (The)                                                                      | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     88000 | PA      | $162360.00    | 0.05%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chevy Chase Funding LLC                                                         | Chevy Chase Funding LLC, Series 2006-4A, Class A2                                                 | CUSIP: 16678XAB0<br>LEI: 5493000OPBL8EFF3O717 | Long             | ABS-MBS          | CORP              | US        |    395913 | PA      | $356802.58    | 0.10%             | 2047-11-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    320000 | PA      | $324400.00    | 0.09%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                       | Chobani LLC / Chobani Finance Corp., Inc.                                                         | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $439251.53    | 0.12%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Provincia del Chubut Argentina                                                  | Argentina Provincia del Chubut                                                                    | CUSIP: 17127LAB1<br>LEI: 529900V5CYYSD8ADKQ03 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $206500.00    | 0.06%             | 2036-04-29      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Cipher Digital, Inc.                                                            | Cipher Digital, Inc.                                                                              | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |    127000 | PA      | $176530.00    | 0.05%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | Cipher Compute LLC                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $513690.79    | 0.14%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    975000 | PA      | $964326.02    | 0.27%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                             | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2D                                  | CUSIP: 17312EAE6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   1319265 | PA      | $1157617.84   | 0.33%             | 2037-03-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class D                                    | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789146 | PA      | $771623.79    | 0.22%             | 2048-02-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    625000 | PA      | $651145.63    | 0.18%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    575000 | PA      | $530515.93    | 0.15%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                          | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120075.19    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                                | Cloudflare, Inc.                                                                                  | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    340000 | PA      | $391168.68    | 0.11%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    435000 | PA      | $409616.50    | 0.12%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                          | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $728951.00    | 0.20%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                           | Coinbase Global, Inc.                                                                             | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    109000 | PA      | $92295.75     | 0.03%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    740000 | PA      | $775890.00    | 0.22%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $560528.62    | 0.16%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175392.35    | 0.05%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Compass, Inc.                                                                   | Compass, Inc.                                                                                     | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |    107000 | PA      | $94213.50     | 0.03%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                       | Connect Finco SARL / Connect US Finco LLC                                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $353738.90    | 0.10%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1                             | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $368893.92    | 0.10%             | 2040-02-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                              | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1559621 | PA      | $1579468.19   | 0.44%             | 2042-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1                              | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402000 | PA      | $411328.21    | 0.12%             | 2042-01-25      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1                              | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459000 | PA      | $465205.45    | 0.13%             | 2040-01-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2M2                              | CUSIP: 20755BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $349934.97    | 0.10%             | 2046-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    445000 | PA      | $454119.78    | 0.13%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153424.98    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                 | CoreWeave, Inc.                                                                                   | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    203000 | PA      | $263788.35    | 0.07%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                 | CoreWeave, Inc.                                                                                   | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181182.70    | 0.05%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                 | CoreWeave, Inc.                                                                                   | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    250000 | PA      | $300500.00    | 0.08%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8000000 | PA      | $7931803.92   | 2.23%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11000000 | PA      | $11079018.28  | 3.11%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                                              | Cytokinetics, Inc.                                                                                | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    115000 | PA      | $147056.25    | 0.04%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                                            | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                                   | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423967 | PA      | $414680.17    | 0.12%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                                          | DataBank Issuer II LLC, Series 2025-1A, Class A2                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703000 | PA      | $693259.30    | 0.19%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                                   | Datadog, Inc.                                                                                     | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182674.25    | 0.05%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    690000 | PA      | $712653.39    | 0.20%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56742.13     | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                    | Dexcom, Inc.                                                                                      | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |    248000 | PA      | $230082.00    | 0.06%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                     | Dick's Sporting Goods, Inc.                                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    875000 | PA      | $852682.53    | 0.24%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | Digital Realty Trust LP                                                                           | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    258000 | PA      | $290121.00    | 0.08%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                    | Diversified Healthcare Trust                                                                      | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $725337.42    | 0.20%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                         | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    630000 | PA      | $650796.30    | 0.18%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                  | DoorDash, Inc.                                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    217000 | PA      | $207452.00    | 0.06%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                        | Dresdner Funding Trust I                                                                          | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216603.04    | 0.06%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC, Series A                                                               | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    435000 | PA      | $452867.80    | 0.13%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    800000 | PA      | $807160.00    | 0.23%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    440000 | PA      | $396683.54    | 0.11%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    380000 | PA      | $390944.00    | 0.11%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                                          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    535000 | PA      | $624045.94    | 0.18%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                         | Element Solutions, Inc.                                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    765000 | PA      | $746331.40    | 0.21%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                      | Encore Capital Group, Inc.                                                                        | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    555000 | PA      | $580668.75    | 0.16%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $519662.97    | 0.15%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $403408.95    | 0.11%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    905000 | PA      | $922765.68    | 0.26%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class C                                    | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471000 | PA      | $410594.25    | 0.12%             | 2058-09-10      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class D                                    | CUSIP: 29425AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221000 | PA      | $135915.00    | 0.04%             | 2058-09-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    355000 | PA      | $368487.87    | 0.10%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    395000 | PA      | $419416.93    | 0.12%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                      | ESAB Corp.                                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    735000 | PA      | $743605.99    | 0.21%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                      | Etsy, Inc.                                                                                        | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    219000 | PA      | $237177.00    | 0.07%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                                 | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456867.23    | 0.13%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                      | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $448949.55    | 0.13%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                       | FMC Corp.                                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    265000 | PA      | $175804.66    | 0.05%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1B                               | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    264925 | PA      | $270150.60    | 0.08%             | 2029-01-25      | Floating      | 14.01%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2B                               | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    264775 | PA      | $269981.04    | 0.08%             | 2029-01-25      | Floating      | 14.51%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1B                               | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    393105 | PA      | $406091.99    | 0.11%             | 2029-04-25      | Floating      | 13.01%                | No            |                  2 | On Loan: No      |
| Forvia SE                                                                       | Forvia SE                                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    955000 | PA      | $958244.14    | 0.27%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 304, Class C37                                                                      | CUSIP: 31325UPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12484 | PA      | $161.13       | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2011-101, Class SA                                                                   | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    989937 | PA      | $89403.56     | 0.03%             | 2041-10-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2012-127, Class BI                                                                   | CUSIP: 3136A9C48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218646 | PA      | $44009.17     | 0.01%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2015-30                                                                              | CUSIP: 3136ANRR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1618984 | PA      | $207593.57    | 0.06%             | 2045-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2016-3, Class NI                                                                     | CUSIP: 3136ARFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1075965 | PA      | $148730.47    | 0.04%             | 2046-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2017-32, Class SA                                                                    | CUSIP: 3136AWLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4923956 | PA      | $508826.38    | 0.14%             | 2047-05-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2018-20, Class SB                                                                    | CUSIP: 3136B07G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2246068 | PA      | $200011.19    | 0.06%             | 2048-03-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2018-38, Class SA                                                                    | CUSIP: 3136B1S47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4197339 | PA      | $473237.77    | 0.13%             | 2048-06-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-43, Class JS                                                                    | CUSIP: 3136B5A54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2175338 | PA      | $206715.65    | 0.06%             | 2049-08-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2019-61, Class S                                                                     | CUSIP: 3136B66Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4591208 | PA      | $565214.38    | 0.16%             | 2049-11-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2020-76, Class BI                                                                    | CUSIP: 3136BCLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5574682 | PA      | $1273238.92   | 0.36%             | 2050-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2021-14, Class CI                                                                    | CUSIP: 3136BFDQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7311824 | PA      | $1633841.64   | 0.46%             | 2049-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 374, Class 6                                                                         | CUSIP: 3136FCZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55611 | PA      | $8874.97      | 0.00%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 378, Class 19                                                                        | CUSIP: 3136FEMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144465 | PA      | $18930.15     | 0.01%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4000, Class PI                                                                      | CUSIP: 3137ALYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232266 | PA      | $29752.53     | 0.01%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4077, Class IK                                                                      | CUSIP: 3137ASB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    706018 | PA      | $146741.88    | 0.04%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4105, Class HI                                                                      | CUSIP: 3137AUD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217246 | PA      | $9430.74      | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5036, Class IB                                                                      | CUSIP: 3137F6TF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3018505 | PA      | $730942.35    | 0.21%             | 2048-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4839, Class WS                                                                      | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4079680 | PA      | $536854.94    | 0.15%             | 2056-08-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4945, Class SL                                                                      | CUSIP: 3137FQNN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3893874 | PA      | $441247.62    | 0.12%             | 2050-01-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4984, Class IL                                                                      | CUSIP: 3137FTQF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3871151 | PA      | $895788.68    | 0.25%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5002, Class SJ                                                                      | CUSIP: 3137FUAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5921813 | PA      | $666141.18    | 0.19%             | 2050-07-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5011, Class SA                                                                      | CUSIP: 3137FVT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6446617 | PA      | $776442.15    | 0.22%             | 2050-09-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5024, Class HI                                                                      | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7397538 | PA      | $1695027.36   | 0.48%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5093, Class YI                                                                      | CUSIP: 3137FYLH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3076547 | PA      | $725802.40    | 0.20%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5134, Class IC                                                                      | CUSIP: 3137H1X68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6280304 | PA      | $1246448.25   | 0.35%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5349, Class IB                                                                      | CUSIP: 3137HANZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3664694 | PA      | $769019.57    | 0.22%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2010-35, Class SG                                                                    | CUSIP: 31398PJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428089 | PA      | $44699.12     | 0.01%             | 2040-04-25      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JKL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4373 | PA      | $4431.74      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JS4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34639 | PA      | $34585.49     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JUFY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36839 | PA      | $37084.78     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JXZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21503 | PA      | $21536.60     | 0.01%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 427, Class C93                                                                       | CUSIP: 31423XQX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5265616 | PA      | $898820.41    | 0.25%             | 2042-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | Federation des Caisses Desjardins du Quebec                                                       | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $409274.08    | 0.12%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    814000 | PA      | $835270.35    | 0.23%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                                   | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269586.71    | 0.08%             | 2034-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                                     | Fluor Corp.                                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    141000 | PA      | $189468.75    | 0.05%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286630.26    | 0.08%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201449.41    | 0.06%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $498229.77    | 0.14%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Franklin Ultra Short Bond ETF                                                   | Franklin Ultra Short Bond ETF                                                                     | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             |  | RF                | US        |    368080 | NS      | $9209361.60   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                        | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN1, Class M2                        | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $576338.92    | 0.16%             | 2051-01-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                        | FHLMC Multi-family Structured Credit Risk Trust, Series 2021-MN3, Class M2                        | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | CORP              | US        |   1746000 | PA      | $1809061.16   | 0.51%             | 2051-11-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-DNA1, Class B2                                                     | CUSIP: 35563KBE9<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $381653.65    | 0.11%             | 2049-01-25      | Floating      | 14.51%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-HQA1, Class B2                                                     | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $303404.63    | 0.09%             | 2049-02-25      | Floating      | 16.01%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class M2                                | CUSIP: 35563PCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310279 | PA      | $305573.17    | 0.09%             | 2056-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-2, Class M                                 | CUSIP: 35563PKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616102 | PA      | $602646.95    | 0.17%             | 2058-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M                                 | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324292 | PA      | $315301.59    | 0.09%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2018-DNA3, Class B2                                                     | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |    389000 | PA      | $441253.13    | 0.12%             | 2048-09-25      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2018-HQA2, Class B2                                                     | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |   1619000 | PA      | $1970230.07   | 0.55%             | 2048-10-25      | Floating      | 14.76%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1B                                              | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $718843.58    | 0.20%             | 2043-06-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2021-DNA3, Class B2                                               | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |    299000 | PA      | $375515.98    | 0.11%             | 2033-10-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M2                                               | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $459594.81    | 0.13%             | 2042-02-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                                     | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |    298000 | PA      | $353627.06    | 0.10%             | 2049-04-25      | Floating      | 15.01%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-HQA2, Class B2                                               | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $748481.88    | 0.21%             | 2050-03-25      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-HQA3, Class B2                                               | CUSIP: 35565MBE3<br>LEI: 5493000ITAM9GTFUKP51 | Long             | ABS-MBS          | CORP              | US        |   1027000 | PA      | $1346255.27   | 0.38%             | 2050-07-25      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-DNA4, Class B2                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-MBS          | CORP              | US        |    966000 | PA      | $1272839.47   | 0.36%             | 2050-08-25      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2020-DNA5, Class B2                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | CORP              | US        |    491000 | PA      | $674289.47    | 0.19%             | 2050-10-25      | Floating      | 15.15%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                          | Freedom Mortgage Corp.                                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    780000 | PA      | $846916.20    | 0.24%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                          | Froneri Lux FinCo SARL                                                                            | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $742215.45    | 0.21%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA Global Funding Trust                                                                           | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497433.24    | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                         | GFL Environmental, Inc.                                                                           | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $744021.53    | 0.21%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617JSVJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45759 | PA      | $41431.75     | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617K4U88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41803 | PA      | $41963.42     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617K4U96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40744 | PA      | $40831.81     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617K4VB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31879 | PA      | $32600.43     | 0.01%             | 2049-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LELG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80945 | PA      | $72390.26     | 0.02%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LEPL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28821 | PA      | $25775.55     | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LEXM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18857 | PA      | $18301.01     | 0.01%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LNR97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154135 | PA      | $138119.98    | 0.04%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3617LSDS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55051 | PA      | $52782.56     | 0.01%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2013-GC13, Class AS                                          | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    264552 | PA      | $262629.08    | 0.07%             | 2046-07-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2013-GC13, Class B                                           | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    551000 | PA      | $540660.65    | 0.15%             | 2046-07-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                         | GSR Mortgage Loan Trust, Series 2007-OA1, Class 2A3A                                              | CUSIP: 3622NAAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476394 | PA      | $263011.12    | 0.07%             | 2037-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2014-GC24, Class B                                           | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427712 | PA      | $414181.75    | 0.12%             | 2047-09-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2014-GC24, Class D                                           | CUSIP: 36253GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $337070.15    | 0.09%             | 2047-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2019-GC42, Class XA                                          | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13578975 | PA      | $307498.60    | 0.09%             | 2052-09-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                           | Haleon US Capital LLC                                                                             | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    485000 | PA      | $471646.34    | 0.13%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463678.92    | 0.13%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188827.71    | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gabx Leasing LLC                                                                | Gabx Leasing LLC                                                                                  | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355454.88    | 0.10%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                     | Gates Corp.                                                                                       | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    510000 | PA      | $525293.67    | 0.15%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114081.11    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                                 | Genmab A/S / Genmab Finance LLC                                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    675000 | PA      | $693106.88    | 0.19%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                               | Ghana Government Bond                                                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    400000 | PA      | $368109.74    | 0.10%             | 2035-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                   | Magnera Corp.                                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    505000 | PA      | $462996.27    | 0.13%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                           | Global Payments, Inc.                                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    177000 | PA      | $159211.50    | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169650.74    | 0.05%             | 2030-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Gotham Funding Corp.                                                            | Gotham Funding Corp.                                                                              | CUSIP: 38346MFG4<br>LEI: 549300Z2ZR7VTUMRPR17 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1492544.70   | 0.42%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2013-H08, Class CI                                                                   | CUSIP: 38375BM66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1115827 | PA      | $39666.53     | 0.01%             | 2063-02-20      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H02, Class EI                                                                   | CUSIP: 38375U6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4597260 | PA      | $191018.92    | 0.05%             | 2068-01-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H16, Class IG                                                                   | CUSIP: 38375UF88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4213438 | PA      | $105588.76    | 0.03%             | 2067-07-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H16, Class JI                                                                   | CUSIP: 38375UG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5356711 | PA      | $218291.32    | 0.06%             | 2067-08-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H19, Class MI                                                                   | CUSIP: 38375UK25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1034686 | PA      | $37335.08     | 0.01%             | 2067-04-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-H21, Class BI                                                                   | CUSIP: 38375UPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1454639 | PA      | $41100.82     | 0.01%             | 2064-10-20      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H02, Class BI                                                                   | CUSIP: 38375UYG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1008489 | PA      | $42193.05     | 0.01%             | 2067-01-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H09                                                                             | CUSIP: 38375UZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2785969 | PA      | $88234.44     | 0.02%             | 2067-04-20      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-42, Class IC                                                                    | CUSIP: 38376MSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    703645 | PA      | $138237.74    | 0.04%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H08, Class NI                                                                   | CUSIP: 38376R2Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2224084 | PA      | $81605.66     | 0.02%             | 2067-03-20      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H12, Class QI                                                                   | CUSIP: 38376R2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1595110 | PA      | $62448.54     | 0.02%             | 2067-05-20      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H11, Class DI                                                                   | CUSIP: 38376R4R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1795508 | PA      | $87627.98     | 0.02%             | 2067-05-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H23, Class NI                                                                   | CUSIP: 38376RA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3863884 | PA      | $190864.27    | 0.05%             | 2066-10-20      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H10, Class BI                                                                   | CUSIP: 38376RAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1064487 | PA      | $49236.80     | 0.01%             | 2065-04-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H22, Class AI                                                                   | CUSIP: 38376RC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1273313 | PA      | $70845.86     | 0.02%             | 2066-10-20      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H24, Class CI                                                                   | CUSIP: 38376RF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    854555 | PA      | $23456.67     | 0.01%             | 2066-10-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H20, Class AI                                                                   | CUSIP: 38376RFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1096518 | PA      | $39806.89     | 0.01%             | 2065-08-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H20, Class CI                                                                   | CUSIP: 38376RFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1205324 | PA      | $69858.17     | 0.02%             | 2065-08-20      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H23, Class BI                                                                   | CUSIP: 38376RHE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1082364 | PA      | $29539.87     | 0.01%             | 2065-09-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H25, Class EI                                                                   | CUSIP: 38376RJK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594594 | PA      | $24315.92     | 0.01%             | 2065-10-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H03, Class AI                                                                   | CUSIP: 38376RNL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3636067 | PA      | $153891.45    | 0.04%             | 2066-01-20      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H03, Class DI                                                                   | CUSIP: 38376RNT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    673377 | PA      | $20736.66     | 0.01%             | 2065-12-20      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H06, Class DI                                                                   | CUSIP: 38376RSF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2225689 | PA      | $85521.65     | 0.02%             | 2065-07-20      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H09, Class BI                                                                   | CUSIP: 38376RTH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1738418 | PA      | $67869.57     | 0.02%             | 2066-04-20      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H10, Class AI                                                                   | CUSIP: 38376RUG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2454361 | PA      | $72084.58     | 0.02%             | 2066-04-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-H06, Class BI                                                                   | CUSIP: 38376RV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1582481 | PA      | $57307.01     | 0.02%             | 2067-02-20      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H18, Class QI                                                                   | CUSIP: 38376RYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    972083 | PA      | $56542.16     | 0.02%             | 2066-06-20      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-140, Class IC                                                                   | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1519190 | PA      | $239435.56    | 0.07%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-146                                                                             | CUSIP: 38378GNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400411 | PA      | $84232.29     | 0.02%             | 2042-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-128, Class IA                                                                   | CUSIP: 38378HK70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1518802 | PA      | $240143.93    | 0.07%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2012-113, Class ID                                                                   | CUSIP: 38378HVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    628872 | PA      | $89001.27     | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2013-34, Class IH                                                                    | CUSIP: 38378JL67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    788129 | PA      | $143980.33    | 0.04%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-76                                                                              | CUSIP: 38379B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    558146 | PA      | $112882.89    | 0.03%             | 2044-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-60, Class SD                                                                    | CUSIP: 38379BNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2759493 | PA      | $316518.57    | 0.09%             | 2044-04-20      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2014-119, Class SA                                                                   | CUSIP: 38379EAL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1183530 | PA      | $105206.14    | 0.03%             | 2044-08-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-53, Class MI                                                                    | CUSIP: 38379LL46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1345845 | PA      | $262873.75    | 0.07%             | 2045-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-52, Class KI                                                                    | CUSIP: 38379LWF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    419192 | PA      | $11888.54     | 0.00%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-79, Class GI                                                                    | CUSIP: 38379LX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335911 | PA      | $67266.40     | 0.02%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-64, Class YI                                                                    | CUSIP: 38379PE94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    824902 | PA      | $117183.91    | 0.03%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-42                                                                              | CUSIP: 38379V6K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1353591 | PA      | $260458.22    | 0.07%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2017-26, Class MI                                                                    | CUSIP: 38380CH71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1888008 | PA      | $343568.30    | 0.10%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H05, Class BI                                                                   | CUSIP: 38380LAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3064455 | PA      | $124637.53    | 0.04%             | 2068-02-20      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-H15, Class KI                                                                   | CUSIP: 38380LJK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2146244 | PA      | $80413.54     | 0.02%             | 2068-08-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-94, Class AI                                                                    | CUSIP: 38380XSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1009116 | PA      | $207748.82    | 0.06%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2018-127, Class IC                                                                   | CUSIP: 38380YYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2371652 | PA      | $459794.95    | 0.13%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-32                                                                              | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10466861 | PA      | $549561.48    | 0.15%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-120, Class SD                                                                   | CUSIP: 38381N6U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8898597 | PA      | $951791.31    | 0.27%             | 2049-10-20      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-89, Class PS                                                                    | CUSIP: 38381W6R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3706830 | PA      | $417860.19    | 0.12%             | 2049-07-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-83, Class SY                                                                    | CUSIP: 38381XBN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3048335 | PA      | $344510.58    | 0.10%             | 2049-07-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-96, Class SY                                                                    | CUSIP: 38381XK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3453282 | PA      | $399380.34    | 0.11%             | 2049-08-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-110, Class SQ                                                                   | CUSIP: 38381YWU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3381684 | PA      | $376707.71    | 0.11%             | 2049-09-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-152, Class ES                                                                   | CUSIP: 38382BH89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2049493 | PA      | $224180.08    | 0.06%             | 2049-12-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-13, Class AI                                                                    | CUSIP: 38382CCP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7109540 | PA      | $917688.73    | 0.26%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-63, Class PS                                                                    | CUSIP: 38382FGP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4385018 | PA      | $526824.00    | 0.15%             | 2050-04-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-63, Class AS                                                                    | CUSIP: 38382FGR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3669637 | PA      | $395764.44    | 0.11%             | 2043-08-20      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-63, Class SP                                                                    | CUSIP: 38382FGY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3469371 | PA      | $406835.13    | 0.11%             | 2050-05-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-96, Class KS                                                                    | CUSIP: 38382GU91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10703403 | PA      | $1310564.29   | 0.37%             | 2050-07-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-97, Class QS                                                                    | CUSIP: 38382GXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3023846 | PA      | $388787.12    | 0.11%             | 2050-07-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-167, Class PI                                                                   | CUSIP: 38382LDU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4384112 | PA      | $1002522.76   | 0.28%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-175, Class NI                                                                   | CUSIP: 38382LMH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4708070 | PA      | $784240.17    | 0.22%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-77, Class SM                                                                    | CUSIP: 38382QX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5245713 | PA      | $674670.52    | 0.19%             | 2051-05-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-59, Class SM                                                                    | CUSIP: 38382RPL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10465016 | PA      | $1296567.40   | 0.36%             | 2051-04-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-59, Class SQ                                                                    | CUSIP: 38382RPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3552002 | PA      | $439455.17    | 0.12%             | 2051-04-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-59, Class IP                                                                    | CUSIP: 38382RRP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6035162 | PA      | $1011471.41   | 0.28%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-98, Class SK                                                                    | CUSIP: 38382TD27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8234868 | PA      | $1062681.67   | 0.30%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-122, Class GI                                                                   | CUSIP: 38382WBR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5812450 | PA      | $1326835.22   | 0.37%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-116, Class ES                                                                   | CUSIP: 38382WSM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5667717 | PA      | $603416.93    | 0.17%             | 2047-11-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-156                                                                             | CUSIP: 38383AQC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7131586 | PA      | $1348205.00   | 0.38%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-214, Class AI                                                                   | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4500547 | PA      | $891578.97    | 0.25%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2023-35, Class SH                                                                    | CUSIP: 38383VL97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10275406 | PA      | $803579.93    | 0.23%             | 2053-02-20      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-4, Class IG                                                                     | CUSIP: 38384HZW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3275903 | PA      | $618396.42    | 0.17%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-186                                                                             | CUSIP: 38384XVG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7089694 | PA      | $1043012.45   | 0.29%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2026-2, Class SB                                                                     | CUSIP: 38385LDM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6085168 | PA      | $672544.99    | 0.19%             | 2056-01-20      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2012-CR3, Class F                                                     | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424048 | PA      | $22226.91     | 0.01%             | 2045-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $436690.00    | 0.12%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                        | Guidewire Software, Inc.                                                                          | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    201000 | PA      | $198110.63    | 0.06%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                     | Halozyme Therapeutics, Inc.                                                                       | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    251000 | PA      | $247737.00    | 0.07%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                  | HarborView Mortgage Loan Trust, Series 2005-2, Class 1A                                           | CUSIP: 41161PLQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399745 | PA      | $103194.35    | 0.03%             | 2035-05-19      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143527.86    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541617.84    | 0.15%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                          | Hercules Capital, Inc.                                                                            | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70344.00     | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $572519.57    | 0.16%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $184185.29    | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141452.08    | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $708924.74    | 0.20%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                             | Hilton Domestic Operating Co., Inc.                                                               | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    360000 | PA      | $347607.47    | 0.10%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                             | Hilton Domestic Operating Co., Inc.                                                               | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407942.33    | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home RE Ltd.                                                                    | Home RE Ltd., Series 2021-2, Class B1                                                             | CUSIP: 43730VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    300000 | PA      | $302778.93    | 0.09%             | 2034-01-25      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                                         | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444642.76    | 0.12%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                          | HUB International Ltd.                                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    840000 | PA      | $869426.04    | 0.24%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    470000 | PA      | $468136.08    | 0.13%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Co.                                                             | Crescent Energy Co.                                                                               | CUSIP: 44952JAA2<br>LEI: 254900FBNP5A21Q39U97 | Long             | DBT              | CORP              | US        |     71000 | PA      | $81863.00     | 0.02%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                       | IRV Trust, Series 2025-200P, Class C                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537000 | PA      | $537983.14    | 0.15%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                                          | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203827.26    | 0.06%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                  | Illumina, Inc.                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    258000 | PA      | $258174.17    | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    700000 | PA      | $740645.50    | 0.21%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $902105.06    | 0.25%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Industrial F&B Investments III, Inc.                                            | Industrial F&B Investments III, Inc.                                                              | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    720000 | PA      | $728162.04    | 0.20%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                   | Insulet Corp.                                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $531152.96    | 0.15%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                     | Ionis Pharmaceuticals, Inc.                                                                       | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    239000 | PA      | $248410.63    | 0.07%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                     | IQVIA, Inc.                                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    850000 | PA      | $866699.10    | 0.24%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                     | Itron, Inc.                                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $201680.50    | 0.06%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings         | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings                           | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    244000 | PA      | $234497.71    | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                      | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class B                               | CUSIP: 46591ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504000 | PA      | $482452.44    | 0.14%             | 2051-06-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                      | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class C                               | CUSIP: 46591ABG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402000 | PA      | $369632.21    | 0.10%             | 2051-06-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-9, Class A11                                              | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229702 | PA      | $230396.06    | 0.06%             | 2055-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-2, Class A11                                              | CUSIP: 46593NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323089 | PA      | $324195.63    | 0.09%             | 2055-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30009.58     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135390.02    | 0.04%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2007-CB20, Class E                 | CUSIP: 46631QAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11066 | PA      | $15629.14     | 0.00%             | 2051-02-12      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-C6, Class E                   | CUSIP: 46634SAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90680 | PA      | $89787.57     | 0.03%             | 2045-05-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class D                              | CUSIP: 46639NAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521000 | PA      | $495966.52    | 0.14%             | 2045-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class D                 | CUSIP: 46639YAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124075 | PA      | $933.04       | 0.00%             | 2046-04-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2013-C14, Class D                              | CUSIP: 46640LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $400283.25    | 0.11%             | 2046-08-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class D                              | CUSIP: 46641JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513000 | PA      | $469997.01    | 0.13%             | 2047-02-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D                              | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287000 | PA      | $262396.15    | 0.07%             | 2047-09-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                              | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325424 | PA      | $321639.94    | 0.09%             | 2047-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class C                              | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436000 | PA      | $423065.93    | 0.12%             | 2047-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1825218.66   | 0.51%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $442971.61    | 0.12%             | 2032-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   1201500 | PA      | $39010.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   4030200 | PA      | $113612.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2202100 | PA      | $255613.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   1201500 | PA      | $22933.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4605400 | PA      | $59519.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  10390700 | PA      | $47424.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5302300 | PA      | $1299177.90   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4848800 | PA      | $556909.31    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4605400 | PA      | $49705.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   2202100 | PA      | $62854.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   4030200 | PA      | $110150.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4317900 | PA      | $32821.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   4626600 | PA      | $106068.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4317900 | PA      | $823727.08    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  10390700 | PA      | $228978.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   4626600 | PA      | $636175.60    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5302300 | PA      | $8207.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     34000 | PA      | $1785.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     27000 | PA      | $-320.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    215000 | PA      | $-103665.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    921000 | PA      | $40813.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1391000 | PA      | $55882.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    234000 | PA      | $380.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    256000 | PA      | $-5601.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     33000 | PA      | $1008.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    289000 | PA      | $10043.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    319000 | PA      | $50847.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1129000 | PA      | $-36296.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    439000 | PA      | $43169.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    606000 | PA      | $96593.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1053000 | PA      | $-57860.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     21000 | PA      | $8003.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    268000 | PA      | $-1912.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    325000 | PA      | $-2797.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    402000 | PA      | $30073.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    584000 | PA      | $295213.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    134000 | PA      | $-5096.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    358000 | PA      | $-22452.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    186000 | PA      | $7421.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    605000 | PA      | $96434.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     63000 | PA      | $3308.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    402000 | PA      | $28956.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    766000 | PA      | $-90732.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     25000 | PA      | $-1723.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    146000 | PA      | $-75.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4099200 | PA      | $167655.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    614500 | PA      | $79675.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    614500 | PA      | $49544.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                           | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $971319.20    | 0.27%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2708400 | PA      | $51163.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $526420.50    | 0.15%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $691047.06    | 0.19%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    260500 | PA      | $37635.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $-946.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $-5200.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $23186.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $5480.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    289000 | PA      | $4784.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2170500 | PA      | $988.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    405000 | PA      | $35900.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT Marel Corp.                                                                 | JBT Marel Corp.                                                                                   | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    221000 | PA      | $208292.50    | 0.06%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    259100 | PA      | $30425.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    259100 | PA      | $26813.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1814700 | PA      | $136265.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1814700 | PA      | $103967.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1150000 | PA      | $17997.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    442000 | PA      | $674.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDSCMBX                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    884000 | PA      | $-4950.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2590000 | PA      | $115254.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2590000 | PA      | $117492.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  66490000 | PA      | $286991.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -66490000 | PA      | $-115906.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -66490000 | PA      | $-178449.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   6638000 | PA      | $97969.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -19914000 | PA      | $-133387.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  13276000 | PA      | $38090.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1120000 | PA      | $1097584.15   | 0.31%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                             | Kinder Morgan, Inc.                                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563492.13    | 0.16%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1008952.67   | 0.28%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    520000 | PA      | $532187.24    | 0.15%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161087.68    | 0.05%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14945.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-139.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-40568.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12642.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15347.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                   | Lendbuzz Securitization Trust, Series 2026-1A, Class C                                            | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175513 | PA      | $174185.86    | 0.05%             | 2031-09-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                   | Lendbuzz Securitization Trust, Series 2026-1A, Class D                                            | CUSIP: 525952AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264634 | PA      | $265209.43    | 0.07%             | 2033-02-15      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Liberty Energy, Inc.                                                            | Liberty Energy, Inc.                                                                              | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |     72000 | PA      | $86796.00     | 0.02%             | 2031-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Energy, Inc.                                                            | Liberty Energy, Inc.                                                                              | CUSIP: 53115LAC8<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39523.75     | 0.01%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One Corp.                                   | Liberty Media Corp.-Liberty Formula One Corp.                                                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $232929.50    | 0.07%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc.                                                                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $113011.20    | 0.03%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc.                                                                   | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    164000 | PA      | $183024.00    | 0.05%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                 | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                                          | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1149000 | PA      | $1140600.92   | 0.32%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                       | MKS, Inc.                                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    144000 | PA      | $283608.00    | 0.08%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                                       | MACOM Technology Solutions Holdings, Inc.                                                         | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $121681.50    | 0.03%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $148.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                   | MAD Commercial Mortgage Trust, Series 2025-11MD, Class D                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $708976.80    | 0.20%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5582.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1888.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34130.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-227549.81   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-70989.46    | -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      | $-18810.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4508.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $143.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20784.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                 | Discovery Global Holdings, Inc.                                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $358015.00    | 0.10%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11096.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAST Ltd.                                                                       | MAST Ltd., Series 2026-1A, Class A                                                                | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    494048 | PA      | $486286.61    | 0.14%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | Match Group Holdings II LLC                                                                       | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    565000 | PA      | $530982.08    | 0.15%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                    | Mattel, Inc.                                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    585000 | PA      | $567805.02    | 0.16%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                           | McCormick & Co., Inc.                                                                             | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128876.80    | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                       | MFA Trust, Series 2024-NPL1, Class A1                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576805 | PA      | $578104.38    | 0.16%             | 2054-09-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems, Inc.                                                     | Merit Medical Systems, Inc.                                                                       | CUSIP: 589889AB0<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     82000 | PA      | $87745.71     | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8254.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $520.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $429.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-38.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4836.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5718.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                      | Microchip Technology, Inc.                                                                        | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    113000 | PA      | $129300.25    | 0.04%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2054.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                       | Millrose Properties, Inc.                                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $739857.92    | 0.21%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                          | Mineral Resources Ltd.                                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    520000 | PA      | $540211.29    | 0.15%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-195.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1499.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $579.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                                                       | Mirion Technologies, Inc.                                                                         | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126111.00    | 0.04%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7996.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2045.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7427.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-340.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19252.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5064.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-221.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15807.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13019.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-751.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12518.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-351.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-544.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4832.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9884.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17980.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2499.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4689.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16560.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                       | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $178031.61    | 0.05%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC         | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $859188.06    | 0.24%             | 2030-04-15      | Fixed         | 8.25%                 | 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      | $-3226.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $24775.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8083.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3322.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23232.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7933.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1102.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class B                      | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587000 | PA      | $536958.25    | 0.15%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C                      | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263000 | PA      | $1073555.68   | 0.30%             | 2048-04-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class D                      | CUSIP: 61690VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    448561 | PA      | $430880.68    | 0.12%             | 2048-10-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1364146.22   | 0.38%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307676.17    | 0.09%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206680.51    | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Re-REMIC Trust                                                   | Morgan Stanley Re-REMIC Trust, Series 2010-R4, Class 4B                                           | CUSIP: 61759FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309558 | PA      | $299846.13    | 0.08%             | 2037-02-26      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class F                      | CUSIP: 61762MBG5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1988000 | PA      | $323942.02    | 0.09%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B                      | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    337324 | PA      | $320965.39    | 0.09%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class C                      | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    512000 | PA      | $474596.86    | 0.13%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C12, Class D                      | CUSIP: 61762XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416000 | PA      | $398017.36    | 0.11%             | 2046-10-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2016-UB11, Class C                                         | CUSIP: 61767FBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663000 | PA      | $657405.41    | 0.18%             | 2049-08-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404000 | PA      | $387553.16    | 0.11%             | 2051-07-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                  | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-4, Class AF                           | CUSIP: 61777BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107705 | PA      | $107915.27    | 0.03%             | 2054-09-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                                | MortgageIT Trust, Series 2005-3, Class M2                                                         | CUSIP: 61915RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40869 | PA      | $40164.55     | 0.01%             | 2035-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461041.40    | 0.13%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $130.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    905000 | PA      | $879716.47    | 0.25%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2019-01, Class M10                  | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    901854 | PA      | $916134.64    | 0.26%             | 2049-10-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                  | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   1236221 | PA      | $1257079.84   | 0.35%             | 2050-03-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                | Murphy Oil Corp.                                                                                  | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95683.21     | 0.03%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $94837.50     | 0.03%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    540000 | PA      | $525892.61    | 0.15%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    420000 | PA      | $406783.10    | 0.11%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    875000 | PA      | $885745.00    | 0.25%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387522.21    | 0.11%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546000 | PA      | $463008.00    | 0.13%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                          | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    430469 | PA      | $415029.99    | 0.12%             | 2028-03-13      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                                      | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    455000 | PA      | $460322.88    | 0.13%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    153000 | PA      | $222576.75    | 0.06%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc.                                                                               | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322273.93    | 0.09%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc.                                                                               | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    420000 | PA      | $423503.22    | 0.12%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                     | Nigeria Government Bond                                                                           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    740000 | PA      | $811908.69    | 0.23%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EverCommerce Solutions, Inc.                                                    | EverCommerce Solutions, Inc., First Lien, CME Term Loan                                           | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |    596875 | PA      | $585683.59    | 0.16%             | 2031-07-07      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                               | Gen Digital, Inc.                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    760000 | PA      | $741064.96    | 0.21%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                                       | Nova Ltd.                                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     73000 | PA      | $125888.50    | 0.04%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    765000 | PA      | $755201.38    | 0.21%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                            | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    620000 | PA      | $619243.20    | 0.17%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    429000 | PA      | $440102.95    | 0.12%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                                   | Nutanix, Inc.                                                                                     | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134676.00    | 0.04%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OSI Systems, Inc.                                                               | OSI Systems, Inc.                                                                                 | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    108000 | PA      | $115635.60    | 0.03%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                       | OAK-Eagle Acquireco, Inc.                                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422657.13    | 0.12%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                       | OAK-Eagle Acquireco, Inc.                                                                         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    340000 | PA      | $354020.55    | 0.10%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                          | ON Semiconductor Corp.                                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    118000 | PA      | $144019.00    | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                          | 1011778 BC ULC / New Red Finance, Inc.                                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    920000 | PA      | $875746.51    | 0.25%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                           | OneMain Finance Corp.                                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $730554.48    | 0.21%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                               | Altar Bidco, Inc., First Lien, CME Term Loan                                                      | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    487096 | PA      | $487096.30    | 0.14%             | 2029-02-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                  | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    880000 | PA      | $896435.76    | 0.25%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212243.23    | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    755000 | PA      | $745991.15    | 0.21%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410942.95    | 0.12%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                      | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    464035 | PA      | $460844.95    | 0.13%             | 2029-01-29      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                      | PK Alift Loan Funding 7 LP                                                                        | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233210 | PA      | $231021.43    | 0.06%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169166.25    | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                       | PPL Capital Funding, Inc.                                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    330000 | PA      | $380572.50    | 0.11%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL3, Class A1                                                              | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |   1368288 | PA      | $1358814.73   | 0.38%             | 2056-02-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL1, Class A1                                                              | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-MBS          | CORP              | US        |    238978 | PA      | $237349.93    | 0.07%             | 2056-01-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $454820.34    | 0.13%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Albaugh LLC                                                                     | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    595349 | PA      | $579188.09    | 0.16%             | 2029-04-06      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                       | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                                | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |   1081996 | PA      | $130.92       | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                        | Patrick Industries, Inc.                                                                          | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     83000 | PA      | $125081.00    | 0.04%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    950000 | PA      | $875377.50    | 0.25%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    460000 | PA      | $461787.10    | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp.                                           | PetSmart LLC / PetSmart Finance Corp.                                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $744814.90    | 0.21%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                   | Pharmacia LLC                                                                                     | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $1008557.27   | 0.28%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $919346.10    | 0.26%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                             | Post Holdings, Inc.                                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    158000 | PA      | $176960.00    | 0.05%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                                         | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    586967 | PA      | $588480.95    | 0.17%             | 2029-11-19      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| PROG Holdings, Inc.                                                             | PROG Holdings, Inc.                                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    760000 | PA      | $743052.00    | 0.21%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | Protective Life Global Funding                                                                    | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    585000 | PA      | $597908.94    | 0.17%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                            | Provincia de Cordoba Argentina                                                                    | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $193500.00    | 0.05%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    420000 | PA      | $424670.06    | 0.12%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                        | PRPM LLC, Series 2026-1, Class A1                                                                 | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516270 | PA      | $511804.70    | 0.14%             | 2031-02-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Putnam Short Term Investment Fund                                               | Putnam Short Term Investment Fund, Class P                                                        | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |   4102556 | NS      | $4102555.89   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    875000 | PA      | $884512.13    | 0.25%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76828.20     | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    725000 | PA      | $736895.82    | 0.21%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $177310.73    | 0.05%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $467165.34    | 0.13%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $164898.88    | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                               | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    505000 | PA      | $531955.39    | 0.15%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | Raizen Fuels Finance SA                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $385000.00    | 0.11%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                            | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    200000 | PA      | $186750.00    | 0.05%             | 2030-02-18      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                                  | Repligen Corp.                                                                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171270.00    | 0.05%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Revolution Medicines, Inc.                                                      | Revolution Medicines, Inc.                                                                        | CUSIP: 76155XAA8<br>LEI: 549300JU3X0LBCQ65892 | Long             | DBT              | CORP              | US        |    107000 | PA      | $119436.78    | 0.03%             | 2033-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                  | Rivers Enterprise Borrower LLC                                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $732777.84    | 0.21%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                                         | Rivian Automotive, Inc.                                                                           | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |    122000 | PA      | $139766.25    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                               | Rocket Cos., Inc.                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $734747.63    | 0.21%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $985363.00    | 0.28%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    267000 | PA      | $272985.30    | 0.08%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    548000 | PA      | $556543.78    | 0.16%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    175000 | PA      | $177434.77    | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $558641.85    | 0.16%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                                                    | Rubrik, Inc.                                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    132000 | PA      | $118899.00    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                         | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A4                                 | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   1034000 | PA      | $1031862.72   | 0.29%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | Sabey Data Center Issuer LLC, Series 2026-1, Class A2                                             | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681000 | PA      | $676046.61    | 0.19%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                | Salesforce, Inc.                                                                                  | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450527.95    | 0.13%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                         | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1                               | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5326 | PA      | $5303.76      | 0.00%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                             | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     72097 | PA      | $69967.48     | 0.02%             | 2030-11-30      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc., First Lien, CME Term Loan, J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    262652 | PA      | $263339.86    | 0.07%             | 2031-02-28      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    330000 | PA      | $337400.91    | 0.09%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                              | Seagate HDD Cayman                                                                                | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     33000 | PA      | $268892.25    | 0.08%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                           | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    830230 | PA      | $833667.52    | 0.23%             | 2029-08-02      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc., First Lien, CME Term Loan, B1                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    485100 | PA      | $471002.99    | 0.13%             | 2031-02-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                       | UKG, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    453123 | PA      | $438002.29    | 0.12%             | 2031-02-10      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                              | WestJet Loyalty LP, First Lien, Initial CME Term Loan                                             | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    367500 | PA      | $359633.65    | 0.10%             | 2031-02-14      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Semtech Corp.                                                                   | Semtech Corp.                                                                                     | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     91000 | PA      | $121871.75    | 0.03%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                     | Service Corp. International                                                                       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $353671.93    | 0.10%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                  | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    180000 | PA      | $180918.90    | 0.05%             | 2028-08-23      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    449653 | PA      | $450635.43    | 0.13%             | 2029-03-19      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569918.25    | 0.16%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | South Bow USA Infrastructure Holdings LLC                                                         | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463370.57    | 0.13%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                         | Genesee & Wyoming, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    295500 | PA      | $296086.57    | 0.08%             | 2031-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC                                                                     | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    660000 | PA      | $691443.72    | 0.19%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                 | Snowflake, Inc.                                                                                   | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    289000 | PA      | $339228.20    | 0.10%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    770000 | PA      | $781581.73    | 0.22%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    570000 | PA      | $586184.86    | 0.16%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                   | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   1024380 | PA      | $1021271.11   | 0.29%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                              | Southern Power Co., Series A                                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168032.32    | 0.05%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                          | Chart Industries, Inc., First Lien, Amendment No. 7 CME Term Loan                                 | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    847552 | PA      | $850467.49    | 0.24%             | 2030-03-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                               | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    424525 | PA      | $425596.61    | 0.12%             | 2031-08-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                           | Spectrum Brands, Inc.                                                                             | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73616.40     | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                        | Spirit AeroSystems, Inc.                                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    905000 | PA      | $905077.56    | 0.25%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC, Series 2026-1A, Class A2                                         | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    781000 | PA      | $755432.48    | 0.21%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293095.75    | 0.08%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270129.36    | 0.08%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                       | Standard Industries, Inc.                                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176739.74    | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                           | Ahead DB Holdings LLC, First Lien, CME Term Loan, B3                                              | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    199912 | PA      | $198537.28    | 0.06%             | 2031-02-03      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                             | Station Casinos LLC                                                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    780000 | PA      | $734858.28    | 0.21%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                        | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $884544.53    | 0.25%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                  | Structured Asset Mortgage Investments II Trust, Series 2007-AR1, Class 2A1                        | CUSIP: 86362XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419181 | PA      | $382315.78    | 0.11%             | 2037-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    693000 | PA      | $708636.16    | 0.20%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                                         | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78967.32     | 0.02%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                          | Suriname Government Bond                                                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    730000 | PA      | $793291.00    | 0.22%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1766636.49   | 0.50%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480111.97    | 0.13%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $720031.43    | 0.20%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAQ1<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270592.18    | 0.08%             | 2031-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | Endo Finance Holdings LP, First Lien, 2024 Refinancing CME Term Loan                              | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    381131 | PA      | $377700.48    | 0.11%             | 2031-04-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    440000 | PA      | $458383.06    | 0.13%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176501.18    | 0.05%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                               | Taylor Morrison Communities, Inc.                                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1052462.93   | 0.30%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                     | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279734.68    | 0.08%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                                                  | Terawulf, Inc.                                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    336000 | PA      | $459412.80    | 0.13%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    989000 | PA      | $1116767.92   | 0.31%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 305481000 | PA      | $2846798.04   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 292584000 | PA      | $-3494344.41  | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6770000 | PA      | $104703.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  64065000 | PA      | $724252.28    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                         | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    450834 | PA      | $452881.29    | 0.13%             | 2031-02-21      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2820000 | PA      | $-84435.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  26840000 | PA      | $94911.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1547000 | PA      | $-26354.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2455000 | PA      | $-576.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  13836000 | PA      | $-12800.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3860000 | PA      | $-11887.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2601000 | PA      | $-389.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5891000 | PA      | $-1106.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  80213000 | PA      | $30199.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  42288000 | PA      | $186174.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  26569000 | PA      | $573661.64    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  16000000 | PA      | $100841.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  13890000 | PA      | $-129751.81   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10553000 | PA      | $-14555.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8438000 | PA      | $-17738.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1474000 | PA      | $10397.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3044000 | PA      | $5951.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                         | CRC Insurance Group LLC, First Lien, CME Term Loan, B                                             | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    590000 | PA      | $587050.00    | 0.16%             | 2031-05-06      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    758000 | PA      | $4775.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4586000 | PA      | $592.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                            | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    234600 | PA      | $234306.75    | 0.07%             | 2030-12-02      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $472704.67    | 0.13%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $327220.70    | 0.09%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2018-5, Class M1                                                | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $699358.02    | 0.20%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2019-2, Class A2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033000 | PA      | $945191.38    | 0.27%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    130920 | PA      | $131711.52    | 0.04%             | 2032-01-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                            | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396418 | PA      | $393373.38    | 0.11%             | 2032-01-16      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433202.70    | 0.12%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149196.74    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56278.26     | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138782.16    | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | FR        |    173230 | PA      | $174313.60    | 0.05%             | 2028-03-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    320000 | PA      | $343041.28    | 0.10%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    458500 | PA      | $480446.56    | 0.14%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC, First Lien, 2025 CME Term Loan                                     | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66939 | PA      | $67085.61     | 0.02%             | 2029-03-30      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                 | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265022 | PA      | $266422.54    | 0.07%             | 2030-03-18      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    660000 | PA      | $730811.58    | 0.21%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    375000 | PA      | $382791.93    | 0.11%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                          | TK Elevator Midco GmbH, First Lien, CME Term Loan, B1                                             | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    288693 | PA      | $291480.03    | 0.08%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust, Series 2017-C3, Class C                                            | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498000 | PA      | $471409.89    | 0.13%             | 2050-08-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                         | Uber Technologies, Inc., Series 2028                                                              | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    198000 | PA      | $242401.50    | 0.07%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    765050 | PA      | $761913.32    | 0.21%             | 2028-04-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    446460 | PA      | $415421.64    | 0.12%             | 2032-04-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    516000 | PA      | $509671.31    | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $267045.00    | 0.08%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                             | Paradigm Parent LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 69902BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199499 | PA      | $174125.50    | 0.05%             | 2032-04-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                               | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2100000 | PA      | $2084123.12   | 0.59%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                  | Univision Communications, Inc.                                                                    | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145898.34    | 0.04%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                        | VCAT LLC, Series 2026-NPL1, Class A1                                                              | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200933 | PA      | $200146.90    | 0.06%             | 2056-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ Secured Financing BV                                                                           | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    605000 | PA      | $530604.30    | 0.15%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, 2025 Incremental CME Term Loan                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44550 | PA      | $44433.95     | 0.01%             | 2032-05-28      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                        | VCAT LLC, Series 2026-NPL2, Class A1                                                              | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2252394 | PA      | $2246564.87   | 0.63%             | 2056-02-25      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                           | VEGAS, Series 2024-GCS, Class D                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358000 | PA      | $356046.75    | 0.10%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $693373.75    | 0.19%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $78761.83     | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99644.65     | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154209.68    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141155.44    | 0.04%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1215216.16   | 0.34%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                           | Veritiv Operating Co.                                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    490000 | PA      | $516962.15    | 0.15%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| First Eagle Holdings, Inc.                                                      | First Eagle Holdings, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    511219 | PA      | $510651.30    | 0.14%             | 2032-08-16      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    935000 | PA      | $935344.62    | 0.26%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    330000 | PA      | $347861.91    | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    450000 | PA      | $451366.20    | 0.13%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                | Proofpoint, Inc., First Lien, 2024 Refinancing CME Term Loan                                      | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    515445 | PA      | $501350.34    | 0.14%             | 2028-08-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56881.07     | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co., Series A                                                         | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956583.16    | 0.27%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    590000 | PA      | $579974.19    | 0.16%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $485635.77    | 0.14%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231474.34    | 0.07%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | Volkswagen Group of America Finance LLC                                                           | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    510000 | PA      | $487425.90    | 0.14%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                   | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1C3                       | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161367 | PA      | $156322.97    | 0.04%             | 2045-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                                         | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    515444 | PA      | $363496.45    | 0.10%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C                                         | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $352926.60    | 0.10%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                         | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $270327.67    | 0.08%             | 2057-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Froneri US, Inc.                                                                | Froneri US, Inc., First Lien, CME Term Loan, B6                                                   | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    588525 | PA      | $585367.56    | 0.16%             | 2032-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                            | Boots Group Finco LP, First Lien, Closing Date Dollar CME Term Loan                               | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |    187203 | PA      | $188520.13    | 0.05%             | 2032-08-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                                | Southern Veterinary Partners LLC, First Lien, 2025 New CME Term Loan                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    587050 | PA      | $586650.80    | 0.16%             | 2031-12-04      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP, First Lien, 2028 Refinancing CME Term Loan                                   | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     72816 | PA      | $73150.53     | 0.02%             | 2028-10-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                | Lummus Technology Holdings V LLC, First Lien, Amendment No. 4 Refinancing CME Term Loan, B        | CUSIP: 45232UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525522 | PA      | $524583.55    | 0.15%             | 2029-12-31      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                          | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan, B                      | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    426078 | PA      | $427294.86    | 0.12%             | 2028-10-23      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                      | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    200765 | PA      | $201266.83    | 0.06%             | 2029-10-22      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                             | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    860000 | PA      | $878236.66    | 0.25%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                            | Watco Cos. LLC / Watco Finance Corp.                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $738400.71    | 0.21%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                                   | Wayfair, Inc.                                                                                     | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     42000 | PA      | $64864.80     | 0.02%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    440000 | PA      | $456807.60    | 0.13%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369260.28    | 0.10%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                                       | Deep Blue Operating I LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 24369TAD3<br>LEI: 254900D4FS23P1TU7R69 | Long             | LON              | CORP              | US        |    119332 | PA      | $120077.50    | 0.03%             | 2032-10-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                              | Pinnacle Buyer LLC, First Lien, Initial CME Term Loan, B                                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    174902 | PA      | $175893.37    | 0.05%             | 2032-10-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                               | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291061 | PA      | $287786.42    | 0.08%             | 2032-09-30      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                  | Weatherford International Ltd.                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    835000 | PA      | $866612.97    | 0.24%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                             | Peer Holding III BV, First Lien, CME Term Loan, B8                                                | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    269758 | PA      | $270331.52    | 0.08%             | 2032-09-29      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                             | Clean Harbors, Inc., First Lien, Initial CME Term Loan                                            | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    298422 | PA      | $300952.89    | 0.08%             | 2032-10-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                       | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $440677.13    | 0.12%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                                  | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    356000 | PA      | $241193.56    | 0.07%             | 2046-07-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class D                                  | CUSIP: 94988XAC0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    615012 | PA      | $74411.26     | 0.02%             | 2050-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class D                                   | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262000 | PA      | $237904.44    | 0.07%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class D                                   | CUSIP: 95000DAL5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    366297 | PA      | $357823.07    | 0.10%             | 2049-06-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class D                                   | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    344183 | PA      | $336654.33    | 0.09%             | 2059-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    895000 | PA      | $914827.93    | 0.26%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | Wells Fargo Bank NA                                                                               | CUSIP: 95001KUN2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1499523.15   | 0.42%             | 2026-09-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | Wells Fargo Bank NA                                                                               | CUSIP: 95001KUR3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1497934.50   | 0.42%             | 2026-12-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class D                                   | CUSIP: 95001XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243000 | PA      | $194996.86    | 0.05%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                                  | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6575181 | PA      | $259235.70    | 0.07%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                                  | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6386953 | PA      | $174777.06    | 0.05%             | 2057-07-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                                  | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    111000 | PA      | $253468.50    | 0.07%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                                  | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    109000 | PA      | $188897.00    | 0.05%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    515000 | PA      | $534011.23    | 0.15%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103364.30    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ping Identity Holding Corp.                                                     | Ping Identity Holding Corp., First Lien, Initial CME Term Loan                                    | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142180 | PA      | $140699.34    | 0.04%             | 2032-11-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                           | PG Polaris BidCo SARL, First Lien, Second Amendment Refinancing CME Term Loan                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    197509 | PA      | $198757.99    | 0.06%             | 2031-03-26      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                               | IRB Holding Corp., First Lien, 2025 Replacement CME Term Loan, B                                  | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    574785 | PA      | $576940.83    | 0.16%             | 2030-12-16      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                                                           | DXP Enterprises, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144275 | PA      | $145717.75    | 0.04%             | 2030-10-11      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, 2025-2 Refinancing CME Term Loan                                 | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    482681 | PA      | $486076.36    | 0.14%             | 2031-01-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Tuple US Bidco LLC                                                              | Tuple US Bidco LLC, First Lien, USD CME Term Loan, B1                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    285963 | PA      | $280243.53    | 0.08%             | 2033-01-14      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                   | Hologic, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    580000 | PA      | $577465.40    | 0.16%             | 2033-04-07      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                      | Graham Packaging Co., Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 38469EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74691 | PA      | $74644.23     | 0.02%             | 2033-01-26      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                   | CQP Holdco LP, First Lien, CME Term Loan, B                                                       | CUSIP: 12657QAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1510378 | PA      | $1511419.97   | 0.42%             | 2032-12-31      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                      | Garda World Security Corp., First Lien, Fifteenth Additional CME Term Loan                        | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    479452 | PA      | $479751.85    | 0.13%             | 2029-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                         | Columbus McKinnon Corp., First Lien, Initial CME Term Loan                                        | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74164 | PA      | $74380.46     | 0.02%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical                                                         | BioMarin Pharmaceutical, Inc., First Lien, CME Term Loan, B                                       | CUSIP: 09075UAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182457 | PA      | $183199.11    | 0.05%             | 2033-01-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                                                | WisdomTree, Inc.                                                                                  | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     72000 | PA      | $84744.00     | 0.02%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                                   | Workiva, Inc.                                                                                     | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79368.75     | 0.02%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $510030.93    | 0.14%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    715000 | PA      | $732485.33    | 0.21%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                    | Zoetis, Inc.                                                                                      | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    286000 | PA      | $283426.00    | 0.08%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Argentine Peso                                                                  | Argentine Peso                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AR        |         3 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                               | Australian Dollar                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | AU        |   -176791 | OU      | $-127280.52   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Iraq                                                                | Iraq Government Bond                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    715000 | PA      | $701300.86    | 0.20%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    760000 | PA      | $772274.00    | 0.22%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $203725.67    | 0.06%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    550000 | PA      | $565475.39    | 0.16%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                          | Costa Rica Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    560000 | PA      | $583492.00    | 0.16%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    820000 | PA      | $775679.00    | 0.22%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    890000 | PA      | $861946.48    | 0.24%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                                                | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |    500000 | PA      | $352375.00    | 0.10%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                               | Gabon Government Bond                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    590000 | PA      | $498848.72    | 0.14%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                             | Armenia Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |    650000 | PA      | $598561.88    | 0.17%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1660000 | PA      | $1594845.00   | 0.45%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    740000 | PA      | $753228.84    | 0.21%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1010000 | PA      | $1140275.03   | 0.32%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $664374.17    | 0.19%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                              | Istanbul Metropolitan Municipality                                                                | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |    650000 | PA      | $704626.72    | 0.20%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                                    | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |    650000 | PA      | $743179.65    | 0.21%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                         | Cameroon Government Bond                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    500000 | PA      | $523726.86    | 0.15%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    850000 | PA      | $902542.07    | 0.25%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    410000 | PA      | $473521.42    | 0.13%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1400000 | PA      | $1314950.00   | 0.37%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $405500.00    | 0.11%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                     | Jordan Government Bond                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    450000 | PA      | $467320.33    | 0.13%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    430000 | PA      | $458156.35    | 0.13%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    510000 | PA      | $523923.57    | 0.15%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                               | Transnet SOC Ltd.                                                                                 | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    650000 | PA      | $678902.05    | 0.19%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                | IHS Holding Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $418763.46    | 0.12%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |   1110000 | PA      | $1193250.00   | 0.34%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Uzbekistan Government Bond                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    720000 | PA      | $773232.73    | 0.22%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                                  | Brazilian Real                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |        -1 | OU      | $-0.10        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1010000 | PA      | $1156016.03   | 0.32%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    360000 | PA      | $427441.43    | 0.12%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    260000 | PA      | $253844.70    | 0.07%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                          | Montenegro Government Bond                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    320000 | PA      | $378067.69    | 0.11%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                                    | Carnival plc                                                                                      | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $346449.38    | 0.10%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                     | North Macedonia Government Bond                                                                   | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |    300000 | PA      | $343454.20    | 0.10%             | 2034-01-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $195836.46    | 0.06%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    360000 | PA      | $383765.40    | 0.11%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                                 | Canadian Dollar                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                                     | Swiss Franc                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Koruna                                                                    | Czech Koruna                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CZ        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Egyptian Pound                                                                  | Egyptian Pound                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |         1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                            | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     93680 | OU      | $109947.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                                  | Pound Sterling                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | GB        |    -12056 | OU      | $-16404.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                                    | Indian Rupee                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |         1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                                             | Yen                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |        -1 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                                    | Mexican Peso                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |         1 | OU      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                                 | Norwegian Krone                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NO        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $414703.20    | 0.12%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    350000 | PA      | $353891.72    | 0.10%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    225000 | PA      | $263418.52    | 0.07%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-Bobl                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -47 | NC      | $89762.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB                                                                  | CUSIP: 83050UHA9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |   1750000 | PA      | $1731030.88   | 0.49%             | 2026-08-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                                           | CUSIP: 05571CLC3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |   2000000 | PA      | $1958019.80   | 0.55%             | 2026-11-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Trust                                               | Real Estate Asset Liquidity Trust, Series 2024-RONA, Class X                                      | CUSIP: 75585RSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  19186889 | PA      | $376576.34    | 0.11%             | 2041-12-12      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                                              | CUSIP: 78013WF13<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |   1750000 | PA      | $1744146.95   | 0.49%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                                               | Nestle Finance International Ltd.                                                                 | CUSIP: 64106HEF4<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   1750000 | PA      | $1747350.33   | 0.49%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -156 | NC      | $286184.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -25 | NC      | $80423.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    760000 | PA      | $774157.56    | 0.22%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Rand                                                                            | Rand                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Chris Beararducci

**Name of Signer:** Chris Beararducci

**Title:** Principal Financial Officer