# EDGAR Filing Document

**Accession Number:** 0000827773
**File Stem:** 0001752724-25-153722
**Filing Date:** 2025-6
**Character Count:** 355188
**Document Hash:** a469b23513156000b862b8aa40779e6d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-153722.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-153722

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20250731

**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:** 251068692

**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:** 2025-07-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $451997033.09

**Total Liabilities:** $89454980.17

**Net Assets:** $362542052.92

**Delayed Delivery Securities:** $70448249.56

**Cash Not Reported:** $8421.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 35429.84000000 | **30-Year:** 63070.23000000

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

- **3-Month:** 477.08000000 | **1-Year:** 6287.34000000 | **5-Year:** 22258.17000000 | **10-Year:** 7758.83000000 | **30-Year:** 225.90000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.17%                | 0.73%                | 0.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1129715.22              | $2270616.42                                |
| Month 2  | $552658.98               | $-1772635.55                               |
| Month 3  | $287457.36               | $1767169.46                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                              | Title                                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BMO Mortgage Trust                                                                | BMO Mortgage Trust, Series 2024-5C6, Class XA                                       | CUSIP: 05593QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12365271 | PA      | $620657.48    | 0.17%             | 2057-09-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                               | Benin Government Bond                                                               | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     850000 | PA      | $766109.25    | 0.21%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H19, Class MI                                                     | CUSIP: 38375UK25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1714398 | PA      | $70355.48     | 0.02%             | 2067-04-20      | Variable      | 2.08%                 | 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        |    4847652 | PA      | $210293.57    | 0.06%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                    | Constellium SE                                                                      | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |     650000 | PA      | $696497.42    | 0.19%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-59, Class IP                                                      | CUSIP: 38382RRP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6652451 | PA      | $1152795.23   | 0.32%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2013-CR13, Class D                                      | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1233000 | PA      | $704536.20    | 0.19%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 2 Year Notes                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -262 | NC      | $-512413.98   | -0.14%            |  |  |  | No            |                  1 | 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      | $387235.00    | 0.11%             | 2046-08-15      | Variable      | 4.17%                 | 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      | $441168.67    | 0.12%             | 2048-09-25      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                   | Wolfspeed, Inc.                                                                     | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     182000 | PA      | $52871.00     | 0.01%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4626600 | PA      | $509257.01    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                          | Encino Acquisition Partners Holdings LLC                                            | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     405000 | PA      | $405650.84    | 0.11%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                                     | Workiva, Inc.                                                                       | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |      85000 | PA      | $80261.25     | 0.02%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4317900 | PA      | $30688.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-96, Class KS                                                      | CUSIP: 38382GU91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11974396 | PA      | $1602947.71   | 0.44%             | 2050-07-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      33000 | PA      | $664.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1527.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                         | Serbia Government Bond                                                              | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     830000 | PA      | $858124.61    | 0.24%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                             | Matador Resources Co.                                                               | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     731000 | PA      | $727627.17    | 0.20%             | 2028-04-15      | Fixed         | 6.88%                 | 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      | $358540.20    | 0.10%             | 2033-10-25      | Floating      | 10.60%                | 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      | $140411.18    | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2015-LC19, Class B                                      | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     621000 | PA      | $613108.64    | 0.17%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2015-SG1, Class B                     | CUSIP: 94989QBA7<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |     559000 | PA      | $539422.87    | 0.15%             | 2048-09-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 3617K4VB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37689 | PA      | $38335.40     | 0.01%             | 2049-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2018-20, Class SB                                                      | CUSIP: 3136B07G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2547704 | PA      | $265525.75    | 0.07%             | 2048-03-25      | Floating      | 1.78%                 | 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      | $738902.75    | 0.20%             | 2050-03-25      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                       | McGraw-Hill Education, Inc.                                                         | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     339000 | PA      | $346740.89    | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                          | Dresdner Funding Trust I                                                            | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $218162.18    | 0.06%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                  | Peru Government Bond                                                                | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     950000 | PA      | $843198.14    | 0.23%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                              | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                 | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     400432 | PA      | $391506.60    | 0.11%             | 2032-01-16      | Variable      | 7.55%                 | 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        |     685000 | PA      | $660382.81    | 0.18%             | 2058-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-42, Class IC                                                      | CUSIP: 38376MSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     788209 | PA      | $148016.22    | 0.04%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H16, Class JI                                                     | CUSIP: 38375UG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9267648 | PA      | $416284.22    | 0.11%             | 2067-08-20      | Variable      | 2.08%                 | 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        |     674291 | PA      | $676183.38    | 0.19%             | 2054-09-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | Mexico Government Bond                                                              | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     750000 | PA      | $638931.00    | 0.18%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                   | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     895000 | PA      | $921015.55    | 0.25%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                                                            | Integer Holdings Corp.                                                              | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     144000 | PA      | $152784.00    | 0.04%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                                           | Lumentum Holdings, Inc.                                                             | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     245000 | PA      | $226918.46    | 0.06%             | 2028-06-15      | Fixed         | 0.50%                 | 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        |     530000 | PA      | $537663.59    | 0.15%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | DTRS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2435000 | PA      | $27678.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-77, Class SM                                                      | CUSIP: 38382QX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5796288 | PA      | $816481.88    | 0.23%             | 2051-05-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-59, Class SM                                                      | CUSIP: 38382RPL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11634337 | PA      | $1595157.20   | 0.44%             | 2051-04-20      | Floating      | 1.87%                 | 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        |     903942 | PA      | $865251.80    | 0.24%             | 2035-11-20      | Floating      | 5.09%                 | 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        |     773007 | PA      | $718962.12    | 0.20%             | 2046-06-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                  | Proofpoint, Inc., First Lien, CME Term Loan                                         | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     520705 | PA      | $518200.24    | 0.14%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                   | COMM Mortgage Trust, Series 2013-CR12, Class AM                                     | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     380828 | PA      | $359724.76    | 0.10%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                             | BANK5, Series 2024-5YR10, Class XA                                                  | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14869061 | PA      | $688620.40    | 0.19%             | 2057-10-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     460000 | PA      | $394581.48    | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                             | Toronto-Dominion Bank                                                               | CUSIP: 89115DTB2<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    1850000 | PA      | $1849009.33   | 0.51%             | 2026-04-02      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                                  | Iraq Government Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |     847500 | PA      | $822869.11    | 0.23%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                             | Ahead DB Holdings LLC, First Lien, CME Term Loan, B3                                | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     202145 | PA      | $201103.30    | 0.06%             | 2031-02-03      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities, Series 2016-C06, Class 1B                       | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     394106 | PA      | $429633.96    | 0.12%             | 2029-04-25      | Floating      | 13.72%                | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE3 Mortgage Trust                                                    | COMM Mortgage Trust, Series 2012-CR3, Class F                                       | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395189 | PA      | $24150.01     | 0.01%             | 2045-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-93, Class TI                                                      | CUSIP: 38380FAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     202654 | PA      | $2275.09      | 0.00%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      63000 | PA      | $2652.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-119, Class SA                                                     | CUSIP: 38379EAL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1336327 | PA      | $125888.15    | 0.03%             | 2044-08-20      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                               | Herc Holdings, Inc.                                                                 | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     140000 | PA      | $138469.37    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2015-DC1, Class B                                       | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     906000 | PA      | $878319.44    | 0.24%             | 2048-02-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 3617LSDS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      83553 | PA      | $80171.96     | 0.02%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                  | Welltower OP LLC                                                                    | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     111000 | PA      | $181041.00    | 0.05%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14091000 | PA      | $19466.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                      | KazMunayGas National Co. JSC                                                        | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1000000 | PA      | $978861.25    | 0.27%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                      | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1371637.34   | 0.38%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                          | Power Finance Corp. Ltd.                                                            | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |     890000 | PA      | $845124.56    | 0.23%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                     | Brazil Government Bond                                                              | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1600000 | PA      | $1571686.78   | 0.43%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H23, Class NI                                                     | CUSIP: 38376RA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8161350 | PA      | $354610.66    | 0.10%             | 2066-10-20      | Variable      | 3.03%                 | 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        |      20896 | PA      | $26585.21     | 0.01%             | 2051-02-12      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                                             | Shift4 Payments, Inc.                                                               | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     158000 | PA      | $160686.00    | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities, Series 2016-C05, Class 2B                       | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     266936 | PA      | $290331.19    | 0.08%             | 2029-01-25      | Floating      | 15.22%                | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-60, Class SD                                                      | CUSIP: 38379BNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3112130 | PA      | $382732.29    | 0.11%             | 2044-04-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2014-CR19, Class D                                      | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1053035 | PA      | $1013469.40   | 0.28%             | 2047-08-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                             | CUSIP: 05571BVJ9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |    1800000 | PA      | $1776102.48   | 0.49%             | 2025-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                        | Huntsman International LLC                                                          | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     480000 | PA      | $452686.28    | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2013-34, Class IH                                                      | CUSIP: 38378JL67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     884557 | PA      | $172396.15    | 0.05%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                                               | MicroStrategy, Inc.                                                                 | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     231000 | PA      | $259597.80    | 0.07%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                            | Alternative Loan Trust, Series 2006-OA7, Class 1A2                                  | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266211 | PA      | $256975.91    | 0.07%             | 2046-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                         | Sunoco LP                                                                           | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     403000 | PA      | $402791.85    | 0.11%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                          | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     202000 | PA      | $210362.80    | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                         | South Bow USA Infrastructure Holdings LLC                                           | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     460000 | PA      | $456440.96    | 0.13%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                            | Paraguay Government Bond                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     970000 | PA      | $873727.50    | 0.24%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                            | Aramark Services, Inc.                                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     459000 | PA      | $452107.89    | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                       | CUSIP: 3140JS4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42444 | PA      | $42111.86     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                       | McGraw-Hill Education, Inc.                                                         | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     260000 | PA      | $254965.96    | 0.07%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3263.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   25479000 | PA      | $-17910.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     584000 | PA      | $272600.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                       | RHP Hotel Properties LP / RHP Finance Corp.                                         | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $453934.30    | 0.13%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20518.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                           | Hungary Government Bond                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     420000 | PA      | $420005.25    | 0.12%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2012-128, Class IA                                                     | CUSIP: 38378HK70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1670278 | PA      | $259848.00    | 0.07%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     146000 | PA      | $4714.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                             | Athene Global Funding                                                               | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     450000 | PA      | $460685.30    | 0.13%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F042657<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -9000000 | PA      | $-8608362.12  | -2.37%            | 2055-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      21000 | PA      | $9016.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                 | Taylor Morrison Communities, Inc.                                                   | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    1056000 | PA      | $1024133.62   | 0.28%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   16330600 | PA      | $107251.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2494449.81   | 0.69%             | 2055-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                      | AES Andes SA                                                                        | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     550000 | PA      | $550580.69    | 0.15%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                    | Constellium SE                                                                      | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     385000 | PA      | $379294.45    | 0.10%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-63, Class PS                                                      | CUSIP: 38382FGP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4977550 | PA      | $690538.46    | 0.19%             | 2050-04-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 3617LELG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      83056 | PA      | $74619.64     | 0.02%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                             | PG Polaris BidCo SARL, First Lien, Initial CME Term Loan                            | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |     199001 | PA      | $198702.75    | 0.05%             | 2031-03-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                   | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class A5                           | CUSIP: 12636LAY6<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |     468000 | PA      | $464025.93    | 0.13%             | 2048-11-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-499.16      | -0.00%            |  |  |  | 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      | $728805.42    | 0.20%             | 2043-06-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                             | Petronas Capital Ltd.                                                               | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     840000 | PA      | $852706.69    | 0.24%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-H21, Class BI                                                     | CUSIP: 38375UPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3299411 | PA      | $73656.06     | 0.02%             | 2064-10-20      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                       | Petrobras Global Finance BV                                                         | CUSIP: 71647NBK4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     683000 | PA      | $690786.20    | 0.19%             | 2033-07-03      | Fixed         | 6.50%                 | 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        |    1227000 | PA      | $1229685.90   | 0.34%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-31.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 3617JSVJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47007 | PA      | $42754.55     | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd.                                                                          | BDS Ltd., Series 2021-FL9, Class A                                                  | CUSIP: 05493NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     258346 | PA      | $256782.62    | 0.07%             | 2038-11-16      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H02, Class BI                                                     | CUSIP: 38375UYG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2061205 | PA      | $78119.66     | 0.02%             | 2067-01-20      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc.                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166069.35    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                               | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2D                    | CUSIP: 17312EAE6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    1426192 | PA      | $1205522.58   | 0.33%             | 2037-03-25      | Floating      | 4.79%                 | 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        |     772778 | PA      | $758114.34    | 0.21%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                    | Protective Life Global Funding                                                      | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     585000 | PA      | $607066.59    | 0.17%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4708.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shake Shack, Inc.                                                                 | Shake Shack, Inc.                                                                   | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |     137000 | PA      | $126896.25    | 0.04%             | 2028-03-01      | None          | 0.00%                 | 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        |      89951 | PA      | $84421.37     | 0.02%             | 2036-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-59, Class SQ                                                      | CUSIP: 38382RPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3940875 | PA      | $547910.16    | 0.15%             | 2051-04-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16393000 | PA      | $103300.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     358000 | PA      | $8452.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2181.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   74918000 | PA      | $-1130078.05  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                               | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1                     | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     402000 | PA      | $418074.77    | 0.12%             | 2042-01-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5024, Class HI                                                        | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8343289 | PA      | $1912510.52   | 0.53%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        | -138450000 | PA      | $-770998.06   | -0.21%            |  |  |  | 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      | $684691.36    | 0.19%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                   | WFRBS Commercial Mortgage Trust, Series 2012-C9, Class E                            | CUSIP: 92930RAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     371627 | PA      | $369657.61    | 0.10%             | 2045-11-15      | Variable      | 4.88%                 | 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        |    5935421 | PA      | $247156.85    | 0.07%             | 2057-12-15      | Variable      | 1.24%                 | 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      | $312893.10    | 0.09%             | 2049-02-25      | Floating      | 16.72%                | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3905.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                          | WESCO Distribution, Inc.                                                            | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101256.10    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                                     | BioMarin Pharmaceutical, Inc.                                                       | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     109000 | PA      | $101669.75    | 0.03%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                              | Royal Bank of Canada                                                                | CUSIP: 78014XPU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |    1850000 | PA      | $1848483.93   | 0.51%             | 2026-03-23      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class AS                   | CUSIP: 94989TBB9<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $357706.51    | 0.10%             | 2058-09-15      | Variable      | 4.21%                 | 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      | $393939.88    | 0.11%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H18, Class QI                                                     | CUSIP: 38376RYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1857530 | PA      | $102208.73    | 0.03%             | 2066-06-20      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                    | Jefferson Capital Holdings LLC                                                      | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     995000 | PA      | $1043941.07   | 0.29%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     606000 | PA      | $73128.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                            | Egypt Government Bond                                                               | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     700000 | PA      | $668804.50    | 0.18%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                              | American Tower Corp.                                                                | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     910000 | PA      | $884265.76    | 0.24%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    2202100 | PA      | $61743.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Ultra Notes                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -28 | NC      | $-57312.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Debt Notes, Series 2015-DNA3, Class B                                   | CUSIP: 3137G0GZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1279248 | PA      | $1318019.64   | 0.36%             | 2028-04-25      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     175000 | PA      | $173784.45    | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-29333.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2068300 | PA      | $752.44       | 0.00%             |  |  |  | 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      | $257910.81    | 0.07%             | 2057-10-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     766000 | PA      | $-115865.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                    | Carnival Corp.                                                                      | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      91000 | PA      | $145736.50    | 0.04%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                               | Connecticut Avenue Securities Trust, Series 2019-R03, Class 1B1                     | CUSIP: 20753MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     442685 | PA      | $461880.61    | 0.13%             | 2031-09-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                         | Akamai Technologies, Inc.                                                           | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     183000 | PA      | $181124.25    | 0.05%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-23264.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-53, Class MI                                                      | CUSIP: 38379LL46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1518461 | PA      | $303174.68    | 0.08%             | 2045-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                         | Republic of Turkiye (The)                                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     660000 | PA      | $716397.66    | 0.20%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     688000 | PA      | $-10658.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                       | Beacon Roofing Supply, Inc.                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     525000 | PA      | $527670.39    | 0.15%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                              | Meritage Homes Corp.                                                                | CUSIP: 59001ABE1<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     144000 | PA      | $140184.00    | 0.04%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                   | Live Nation Entertainment, Inc.                                                     | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     164000 | PA      | $169986.00    | 0.05%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3366000 | PA      | $79520.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                        | Snap, Inc.                                                                          | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     736000 | PA      | $735691.17    | 0.20%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                  | IHS Holding Ltd.                                                                    | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $386180.00    | 0.11%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1129000 | PA      | $-115303.90   | -0.03%            |  |  |  | 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        |     455412 | PA      | $452975.05    | 0.12%             | 2031-02-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                      | DaVita, Inc., First Lien, Extended CME Term Loan, B1                                | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |     258700 | PA      | $257634.16    | 0.07%             | 2031-04-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-167, Class PI                                                     | CUSIP: 38382LDU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4759217 | PA      | $855086.61    | 0.24%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems, Inc.                                                       | Merit Medical Systems, Inc.                                                         | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      82000 | PA      | $104591.00    | 0.03%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2012-127, Class BI                                                     | CUSIP: 3136A9C48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     255497 | PA      | $53221.96     | 0.01%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                       | Jordan Government Bond                                                              | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     450000 | PA      | $449508.38    | 0.12%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11000000 | PA      | $10997550.41  | 3.03%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                        | Cloud Software Group, Inc., First Lien, Initial Dollar Term Loan, B                 | CUSIP: 88632NBF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     748899 | PA      | $740983.23    | 0.20%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                         | PPL Capital Funding, Inc.                                                           | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     201000 | PA      | $229441.50    | 0.06%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                          | Spirit AeroSystems, Inc.                                                            | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     206000 | PA      | $219478.79    | 0.06%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                             | Global Payments, Inc.                                                               | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     177000 | PA      | $157707.00    | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                              | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                 | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     237000 | PA      | $233964.03    | 0.06%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4                   | CUSIP: 94989VAD1<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |     866000 | PA      | $860412.91    | 0.24%             | 2057-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                      | Jones Deslauriers Insurance Management, Inc.                                        | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     420000 | PA      | $443418.78    | 0.12%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10390700 | PA      | $196079.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1092.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Ultra Short Bond ETF                                                     | Franklin Ultra Short Bond ETF                                                       | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             |  | RF                | US        |     231380 | NS      | $5781029.30   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                          | Motorola Solutions, Inc.                                                            | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     455000 | PA      | $462541.10    | 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      | $6282.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                | Nouryon Finance BV, First Lien, Term Loan, B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     440000 | PA      | $495545.52    | 0.14%             | 2028-04-03      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                       | Chobani LLC, First Lien, 2025 New CME Term Loan                                     | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     505000 | PA      | $505525.20    | 0.14%             | 2027-10-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2024-4, Class IG                                                       | CUSIP: 38384HZW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3741317 | PA      | $656657.20    | 0.18%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4                    | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     891000 | PA      | $885404.25    | 0.24%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20053000 | PA      | $308151.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank                                     | Credit Agricole Corporate and Investment Bank                                       | CUSIP: 22533TSM9<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | FR        |    1750000 | PA      | $1745585.80   | 0.48%             | 2025-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                         | Outfront Media Capital LLC / Outfront Media Capital Corp.                           | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     168000 | PA      | $176065.01    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                     | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    1034754 | PA      | $1011197.40   | 0.28%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                  | CVS Health Corp.                                                                    | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     395000 | PA      | $400549.12    | 0.11%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2018-HQA2, Class B2                                       | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |    1619000 | PA      | $1973059.43   | 0.54%             | 2048-10-25      | Floating      | 15.47%                | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                              | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan    | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     370000 | PA      | $359917.50    | 0.10%             | 2028-08-23      | Variable      | 8.44%                 | 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      | $592966.63    | 0.16%             | 2047-05-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                     | Novelis Corp.                                                                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     429000 | PA      | $435637.90    | 0.12%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                           | RR Donnelley & Sons Co.                                                             | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     630000 | PA      | $600557.86    | 0.17%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                              | Bulgaria Government Bond                                                            | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     260000 | PA      | $251943.86    | 0.07%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    2202100 | PA      | $200020.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                          | Northern Oil & Gas, Inc.                                                            | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     133000 | PA      | $127899.45    | 0.04%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2011-101, Class SA                                                     | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1132162 | PA      | $116709.67    | 0.03%             | 2041-10-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1669000 | PA      | $99496.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                            | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class E   | CUSIP: 46639YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1390000 | PA      | $60569.25     | 0.02%             | 2046-04-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                                 | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     410000 | PA      | $400869.59    | 0.11%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                    | Illumina, Inc.                                                                      | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     258000 | PA      | $258119.82    | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                     | Gartner, Inc.                                                                       | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     990000 | PA      | $929543.57    | 0.26%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2024-32                                                                | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   10757360 | PA      | $558352.14    | 0.15%             | 2063-06-16      | Variable      | 0.71%                 | 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      | $625907.83    | 0.17%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                  | MPT Operating Partnership LP / MPT Finance Corp.                                    | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $543989.61    | 0.15%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4945, Class SL                                                        | CUSIP: 3137FQNN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4284602 | PA      | $543422.90    | 0.15%             | 2050-01-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                             | BANK5, Series 2024-5YR12, Class XA                                                  | CUSIP: 06644XBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11031977 | PA      | $234784.18    | 0.06%             | 2057-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $7849285.52   | 2.17%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5669000 | PA      | $-127458.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                       | Itron, Inc.                                                                         | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     203000 | PA      | $222049.43    | 0.06%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                      | Ecopetrol SA                                                                        | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     500000 | PA      | $500819.00    | 0.14%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                           | Uber Technologies, Inc., Series 2028                                                | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     198000 | PA      | $260469.00    | 0.07%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4156000 | PA      | $29835.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1045000 | PA      | $50300.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                       | Crocs, Inc.                                                                         | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     640000 | PA      | $560253.70    | 0.15%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1007663.59   | 0.28%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                        | Etsy, Inc.                                                                          | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     243000 | PA      | $207582.75    | 0.06%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                               | Kinetik Holdings LP                                                                 | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $982965.36    | 0.27%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                       | Halozyme Therapeutics, Inc.                                                         | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     143000 | PA      | $179003.03    | 0.05%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                                    | Air France-KLM                                                                      | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $637087.94    | 0.18%             | 2028-05-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                             | Commercial Metals Co.                                                               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     595000 | PA      | $541332.19    | 0.15%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                | A&D Mortgage Trust, Series 2024-NQM1, Class A1                                      | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |    1374172 | PA      | $1384710.84   | 0.38%             | 2069-02-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Putnam Government Money Market Fund                                               | Putnam Government Money Market Fund, Class P                                        | CUSIP: 74680A869<br>LEI: 549300SEUI2XMME8T893 | Long             | STIV             | RF                | US        |    7947788 | NS      | $7947788.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group, Inc.                                                   | Sinclair Television Group, Inc.                                                     | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     550000 | PA      | $544805.25    | 0.15%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                             | United Airlines, Inc.                                                               | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     311000 | PA      | $292515.34    | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     268000 | PA      | $6880.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2023-35, Class SH                                                      | CUSIP: 38383VL97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12714523 | PA      | $1191062.17   | 0.33%             | 2053-02-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-19148.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   81134000 | PA      | $92587.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H24, Class CI                                                     | CUSIP: 38376RF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2140389 | PA      | $43308.64     | 0.01%             | 2066-10-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                               | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1640000 | PA      | $1674168.91   | 0.46%             | 2042-01-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Romania                                                                           | Romania Government Bond                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     800000 | PA      | $832212.17    | 0.23%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                | Venture Global Plaquemines LNG LLC                                                  | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71870.58     | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2012-146                                                               | CUSIP: 38378GNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     453144 | PA      | $102422.45    | 0.03%             | 2042-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                           | Bath & Body Works, Inc.                                                             | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     985000 | PA      | $986938.48    | 0.27%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2019-110, Class SQ                                                     | CUSIP: 38381YWU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3767707 | PA      | $448083.92    | 0.12%             | 2049-09-20      | Floating      | 1.62%                 | 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      | $-932078.33   | -0.26%            | 2055-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                           | Burlington Stores, Inc.                                                             | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |      76000 | PA      | $97736.00     | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                          | South Africa Government Bond                                                        | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     600000 | PA      | $400427.25    | 0.11%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                         | Serbia Government Bond                                                              | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     950000 | PA      | $975303.55    | 0.27%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA/Westmont IL                                                    | Bank of America NA/Westmont IL                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Long             | STIV             | CORP              | US        |    1750000 | PA      | $1750000.00   | 0.48%             | 2026-03-02      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14467000 | PA      | $-128301.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities, Series 2016-C03, Class 2B                       | CUSIP: 30711XCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     237889 | PA      | $261913.82    | 0.07%             | 2028-10-25      | Floating      | 17.22%                | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                                   | Multi-family Connecticut Avenue Securities Trust, Series 2019-01, Class M10         | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    1102149 | PA      | $1104613.98   | 0.30%             | 2049-10-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                       | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     435000 | PA      | $460148.40    | 0.13%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                      | Avient Corp.                                                                        | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99014.49     | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                         | Republic of Uzbekistan International Bond                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     720000 | PA      | $721152.00    | 0.20%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                       | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan             | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     385000 | PA      | $373931.25    | 0.10%             | 2031-04-23      | Variable      | 8.32%                 | 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        |     830928 | PA      | $813676.72    | 0.22%             | 2056-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                       | Allied Universal Holdco LLC                                                         | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     450000 | PA      | $460078.02    | 0.13%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                 | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     428810 | PA      | $424434.08    | 0.12%             | 2031-08-04      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                   | TransDigm, Inc., First Lien, CME Term Loan, J                                       | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     265325 | PA      | $263015.36    | 0.07%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4626600 | PA      | $99128.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-156                                                               | CUSIP: 38383AQC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7853495 | PA      | $1316983.17   | 0.36%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                           | Cameroon Government Bond                                                            | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     700000 | PA      | $581201.90    | 0.16%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                 | CD Mortgage Trust, Series 2017-CD4, Class B                                         | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1008000 | PA      | $948500.78    | 0.26%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-H10, Class BI                                                     | CUSIP: 38376RAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2013767 | PA      | $93652.25     | 0.03%             | 2065-04-20      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-853.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                   | Live Nation Entertainment, Inc.                                                     | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     155000 | PA      | $218395.00    | 0.06%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class F        | CUSIP: 61762MBG5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    1988000 | PA      | $159680.33    | 0.04%             | 2046-07-15      | Variable      | 4.11%                 | 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        |     468277 | PA      | $465767.79    | 0.13%             | 2055-02-25      | Floating      | 5.70%                 | 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        |     275850 | PA      | $272815.48    | 0.08%             | 2054-09-25      | Floating      | 5.70%                 | 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        |   10460803 | PA      | $365802.78    | 0.10%             | 2055-02-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                             | Spectrum Brands, Inc.                                                               | CUSIP: 84762LAY1<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      72000 | PA      | $66925.87     | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                            | Cleveland-Cliffs, Inc.                                                              | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     225000 | PA      | $211677.65    | 0.06%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1391000 | PA      | $123004.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-97, Class QS                                                      | CUSIP: 38382GXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3188236 | PA      | $436609.72    | 0.12%             | 2050-07-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                             | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class AS                           | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     617000 | PA      | $613611.87    | 0.17%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-H05, Class BI                                                     | CUSIP: 38380LAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4497123 | PA      | $211369.27    | 0.06%             | 2068-02-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-26, Class MI                                                      | CUSIP: 38380CH71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2143220 | PA      | $403832.97    | 0.11%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                                      | Dufry One BV                                                                        | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |     560000 | PA      | $631532.50    | 0.17%             | 2028-04-15      | Fixed         | 3.38%                 | 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      | $451350.23    | 0.12%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                                | United Rentals North America, Inc.                                                  | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     196000 | PA      | $182797.75    | 0.05%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5002, Class SJ                                                        | CUSIP: 3137FUAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6542069 | PA      | $857731.29    | 0.24%             | 2050-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                       | Kedrion SpA                                                                         | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    1120000 | PA      | $1074505.36   | 0.30%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4105, Class HI                                                        | CUSIP: 3137AUD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     319914 | PA      | $18332.12     | 0.01%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-25308.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2017-32, Class SA                                                      | CUSIP: 3136AWLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5601848 | PA      | $665959.41    | 0.18%             | 2047-05-25      | Floating      | 1.68%                 | 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      | $445674.55    | 0.12%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                  | NRG Energy, Inc.                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     875000 | PA      | $874324.94    | 0.24%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc.                                                                         | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88975.00     | 0.02%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H06, Class BI                                                     | CUSIP: 38376RV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3491491 | PA      | $110384.90    | 0.03%             | 2067-02-20      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18983.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS4, Class A4                   | CUSIP: 94989XBC8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |     383000 | PA      | $380026.39    | 0.10%             | 2048-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5349, Class IB                                                        | CUSIP: 3137HANZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3997537 | PA      | $855993.72    | 0.24%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                 | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                 | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     131578 | PA      | $129220.78    | 0.04%             | 2032-01-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5849000 | PA      | $3639.05      | 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      | $-4978.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK5                                                                             | BANK5, Series 2024-5YR7, Class XA                                                   | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10894922 | PA      | $529115.16    | 0.15%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                               | Medline Borrower LP, First Lien, Dollar Incremental CME Term Loan                   | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     400278 | PA      | $398046.04    | 0.11%             | 2028-10-23      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                | Panama Government Bond                                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $207514.89    | 0.06%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-71003.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                 | Boise Cascade Co.                                                                   | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     475000 | PA      | $449049.14    | 0.12%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                            | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-C6, Class E     | CUSIP: 46634SAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     432000 | PA      | $418969.76    | 0.12%             | 2045-05-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5134, Class IC                                                        | CUSIP: 3137H1X68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7008896 | PA      | $1418256.45   | 0.39%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                        | Builders FirstSource, Inc.                                                          | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     530000 | PA      | $533553.65    | 0.15%             | 2032-06-15      | Fixed         | 6.38%                 | 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      | $852409.59    | 0.24%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     224000 | PA      | $19746.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                         | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                  | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    1081996 | PA      | $87.64        | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Home RE Ltd.                                                                      | Home RE Ltd., Series 2021-2, Class B1                                               | CUSIP: 43730VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     300000 | PA      | $305461.38    | 0.08%             | 2034-01-25      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                 | Alliant Holdings Intermediate LLC, First Lien, Initial CME Term Loan                | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     435606 | PA      | $433087.72    | 0.12%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4077, Class IK                                                        | CUSIP: 3137ASB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     796366 | PA      | $171808.81    | 0.05%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C        | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1263000 | PA      | $1138976.05   | 0.31%             | 2048-04-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-64, Class YI                                                      | CUSIP: 38379PE94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     965083 | PA      | $146565.07    | 0.04%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                            | ON Semiconductor Corp.                                                              | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     194000 | PA      | $168149.50    | 0.05%             | 2029-03-01      | Fixed         | 0.50%                 | 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        |     470842 | PA      | $405508.97    | 0.11%             | 2037-01-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                                             | VM Consolidated, Inc.                                                               | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     560000 | PA      | $540644.38    | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H09, Class BI                                                     | CUSIP: 38376RTH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3875884 | PA      | $166678.51    | 0.05%             | 2066-04-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2021-14, Class CI                                                      | CUSIP: 3136BFDQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8131932 | PA      | $1928107.17   | 0.53%             | 2049-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   36992200 | PA      | $-15959.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                     | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                       | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $451930.34    | 0.12%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                 | Eversource Energy                                                                   | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     450000 | PA      | $461169.84    | 0.13%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5302300 | PA      | $867620.32    | 0.24%             |  |  |  | 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      | $1117196.02   | 0.31%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                                 | Transnet SOC Ltd.                                                                   | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |     650000 | PA      | $655750.88    | 0.18%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                               | Benin Government Bond                                                               | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     258000 | PA      | $256453.31    | 0.07%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                       | Terex Corp.                                                                         | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     475000 | PA      | $455108.52    | 0.13%             | 2032-10-15      | Fixed         | 6.25%                 | 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        |      53114 | PA      | $50704.82     | 0.01%             | 2035-08-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                | Ares Capital Corp.                                                                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     905000 | PA      | $930359.86    | 0.26%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   38888000 | PA      | $-135504.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                     | CQP Holdco LP, First Lien, Initial CME Term Loan                                    | CUSIP: 12657QAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1521791 | PA      | $1516518.23   | 0.42%             | 2030-12-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                         | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                            | CUSIP: F6456UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     174984 | PA      | $174254.59    | 0.05%             | 2028-03-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-94, Class AI                                                      | CUSIP: 38380XSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1168546 | PA      | $238903.24    | 0.07%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bond                                                                  | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     113000 | PA      | $111860.06    | 0.03%             | 2025-11-15      | Fixed         | 2.25%                 | 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      | $411007.22    | 0.11%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                  | GE HealthCare Technologies, Inc.                                                    | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     460000 | PA      | $463468.06    | 0.13%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32588.90    | -0.01%            |  |  |  | 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      | $464891.25    | 0.13%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-175, Class NI                                                     | CUSIP: 38382LMH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5209196 | PA      | $865223.57    | 0.24%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     325000 | PA      | $7866.03      | 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      | $-17145.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-127, Class IC                                                     | CUSIP: 38380YYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2692022 | PA      | $538941.45    | 0.15%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                                 | IRB Holding Corp., First Lien, 2024 Second Replacement CME Term Loan, B             | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     586866 | PA      | $583245.28    | 0.16%             | 2027-12-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-135446.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    1201500 | PA      | $52444.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                           | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1                 | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1406392.40   | 0.39%             | 2030-04-25      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-13, Class AI                                                      | CUSIP: 38382CCP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8159765 | PA      | $1090980.93   | 0.30%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-63, Class AS                                                      | CUSIP: 38382FGR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4166319 | PA      | $519252.97    | 0.14%             | 2043-08-20      | Floating      | 1.57%                 | 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        |     370000 | PA      | $360440.64    | 0.10%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                            | Alternative Loan Trust, Series 2006-OA10, Class 1A1                                 | CUSIP: 02146QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183129 | PA      | $161241.71    | 0.04%             | 2046-08-25      | Floating      | 5.53%                 | 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      | $1265298.87   | 0.35%             | 2050-08-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-98, Class SK                                                      | CUSIP: 38382TD27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9141700 | PA      | $1375604.62   | 0.38%             | 2051-06-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-25039.74    | -0.01%            |  |  |  | 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      | $198926.88    | 0.05%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Debt Notes, Series 2015-HQA2, Class B                                   | CUSIP: 3137G0HM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     825628 | PA      | $858712.03    | 0.24%             | 2028-05-25      | Floating      | 14.97%                | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                             | Jane Street Group / JSG Finance, Inc.                                               | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     945000 | PA      | $950160.43    | 0.26%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities, Series 2016-C01, Class 1B                       | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     826800 | PA      | $881851.39    | 0.24%             | 2028-08-25      | Floating      | 16.22%                | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                 | Gabon Government Bond                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     810000 | PA      | $577578.80    | 0.16%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                            | Freedom Mortgage Corp.                                                              | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     780000 | PA      | $858917.66    | 0.24%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC   | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     460000 | PA      | $457279.01    | 0.13%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-891.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                               | Post Holdings, Inc.                                                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     158000 | PA      | $186450.87    | 0.05%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4317900 | PA      | $645374.26    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                    | Commonwealth Bank of Australia                                                      | CUSIP: 20272FBQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |    1750000 | PA      | $1750000.00   | 0.48%             | 2026-04-09      | Floating      | 4.74%                 | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                                      | Hess Midstream Operations LP                                                        | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     184000 | PA      | $179872.53    | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                     | Pharmacia LLC                                                                       | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     955000 | PA      | $1028092.13   | 0.28%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                      | GS Mortgage Securities Trust, Series 2013-GC13, Class AS                            | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     648762 | PA      | $639314.03    | 0.18%             | 2046-07-10      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                | Levi Strauss & Co.                                                                  | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |     668000 | PA      | $753169.70    | 0.21%             | 2027-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2014-UBS3, Class AM                                     | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     597858 | PA      | $573879.87    | 0.16%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                                    | Repligen Corp.                                                                      | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |     109000 | PA      | $111819.29    | 0.03%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                             | Haleon US Capital LLC                                                               | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     485000 | PA      | $466740.55    | 0.13%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     614500 | PA      | $72847.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                    | Carnival Corp., First Lien, 2025 Repricing Advance CME Term Loan                    | CUSIP: P2121YAY4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     802768 | PA      | $802017.27    | 0.22%             | 2028-10-18      | Variable      | 6.33%                 | 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        |   13755386 | PA      | $390002.32    | 0.11%             | 2052-09-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                   | Sumitomo Mitsui Trust Bank Ltd.                                                     | CUSIP: 86564YST0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | JP        |    1800000 | PA      | $1794150.36   | 0.49%             | 2025-05-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bond                                                                  | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     165000 | PA      | $152848.08    | 0.04%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                      | PetSmart LLC, First Lien, Initial CME Term Loan                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     448298 | PA      | $443160.68    | 0.12%             | 2028-02-11      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                            | Hercules Capital, Inc.                                                              | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      72000 | PA      | $69156.00     | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                          | FHLMC, Multi-family Structured Pass-Through Certificates, Series 2021-MN1, Class M2 | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     555000 | PA      | $577801.07    | 0.16%             | 2051-01-25      | Floating      | 8.10%                 | 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        |    2367672 | PA      | $1966131.91   | 0.54%             | 2046-08-25      | Floating      | 4.82%                 | 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      | $894248.16    | 0.25%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                         | Banijay Entertainment SAS                                                           | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     795000 | PA      | $815566.38    | 0.22%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H22, Class AI                                                     | CUSIP: 38376RC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3083908 | PA      | $129459.38    | 0.04%             | 2066-10-20      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                          | RB Global Holdings, Inc.                                                            | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     607000 | PA      | $637188.54    | 0.18%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                 | Boyd Gaming Corp.                                                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     490000 | PA      | $457312.10    | 0.13%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     921000 | PA      | $85255.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                 | Standard Building Solutions, Inc.                                                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     290000 | PA      | $293869.66    | 0.08%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     234000 | PA      | $-10911.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     605000 | PA      | $73008.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   16330600 | PA      | $89087.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                         | Towd Point Mortgage Trust, Series 2019-2, Class A2                                  | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1033000 | PA      | $930715.75    | 0.26%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $58711.88     | 0.02%             |  |  |  | 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      | $481004.13    | 0.13%             | 2045-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                      | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan     | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     456541 | PA      | $453117.21    | 0.12%             | 2029-04-04      | Variable      | 7.28%                 | 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      | $465178.24    | 0.13%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                               | Kinder Morgan, Inc.                                                                 | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     555000 | PA      | $560862.29    | 0.15%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                               | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     440000 | PA      | $458915.89    | 0.13%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities, Series 2016-C02, Class 1B                       | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2291869 | PA      | $2471882.63   | 0.68%             | 2028-09-25      | Floating      | 16.72%                | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                     | Smyrna Ready Mix Concrete LLC                                                       | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     965000 | PA      | $990954.64    | 0.27%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                                             | MKS Instruments, Inc.                                                               | CUSIP: 55306NAA2<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     144000 | PA      | $124190.13    | 0.03%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                        | News Corp.                                                                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     590000 | PA      | $555827.50    | 0.15%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H09                                                               | CUSIP: 38375UZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5148135 | PA      | $155133.90    | 0.04%             | 2067-04-20      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1698000 | PA      | $-30900.42    | -0.01%            |  |  |  | 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      | $1090111.40   | 0.30%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                          | Republic of South Africa                                                            | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     450000 | PA      | $437090.63    | 0.12%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     402000 | PA      | $24170.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp., Series L                                                     | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     470000 | PA      | $467622.65    | 0.13%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                               | Viking Cruises Ltd.                                                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $428014.00    | 0.12%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-884.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-76                                                                | CUSIP: 38379B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     633641 | PA      | $133678.49    | 0.04%             | 2044-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2018-38, Class SA                                                      | CUSIP: 3136B1S47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4659470 | PA      | $595195.12    | 0.16%             | 2048-06-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     900000 | PA      | $923623.84    | 0.25%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-41205.11    | -0.01%            |  |  |  | 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      | $469091.25    | 0.13%             | 2051-06-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                                          | Tyler Technologies, Inc.                                                            | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     199000 | PA      | $235118.50    | 0.06%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    8682100 | PA      | $274481.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                 | Chile Government Bond                                                               | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     300000 | PA      | $307473.38    | 0.08%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2024-V11, Class XA                                 | CUSIP: 081921BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20387000 | PA      | $482721.35    | 0.13%             | 2057-11-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                | Seagate HDD Cayman                                                                  | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     339000 | PA      | $382935.41    | 0.11%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                       | Adient Global Holdings Ltd.                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      80000 | PA      | $75872.25     | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                            | Costa Rica Government Bond                                                          | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     710000 | PA      | $728156.60    | 0.20%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                        | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     440000 | PA      | $454952.34    | 0.13%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                                | Braskem Idesa SAPI                                                                  | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |     500000 | PA      | $386650.15    | 0.11%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                     | Brazil Government Bond                                                              | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     430000 | PA      | $424386.25    | 0.12%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $101332.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                   | Madison IAQ LLC, First Lien, Initial CME Term Loan                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     440436 | PA      | $437051.09    | 0.12%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2019-61, Class S                                                       | CUSIP: 3136B66Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5011144 | PA      | $666663.07    | 0.18%             | 2049-11-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                      | Arcosa, Inc.                                                                        | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     115000 | PA      | $117292.60    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  232163000 | PA      | $3710055.46   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                          | Celanese US Holdings LLC                                                            | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     213000 | PA      | $209551.24    | 0.06%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                              | Colombia Government Bond                                                            | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1240000 | PA      | $1218995.24   | 0.34%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30341.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities, Series 2016-C04, Class 1B                       | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     265555 | PA      | $284023.30    | 0.08%             | 2029-01-25      | Floating      | 14.72%                | No            |                  2 | On Loan: No      |
| XHR LP                                                                            | XHR LP                                                                              | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78902.37     | 0.02%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Benteler International AG                                                         | Benteler International AG                                                           | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     750000 | PA      | $766510.50    | 0.21%             | 2028-05-15      | Fixed         | 10.50%                | 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      | $459810.80    | 0.13%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                              | Ready Capital Mortgage Financing LLC, Series 2022-FL9, Class A                      | CUSIP: 75574EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     216928 | PA      | $217385.49    | 0.06%             | 2037-06-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2847000 | PA      | $159418.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                  | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     500000 | PA      | $470272.88    | 0.13%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                      | Chefs' Warehouse, Inc. (The)                                                        | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |      88000 | PA      | $126755.09    | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                        | AT&T, Inc.                                                                          | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     910000 | PA      | $906954.37    | 0.25%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   16226800 | PA      | $424949.25    | 0.12%             |  |  |  | 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      | $638155.87    | 0.18%             | 2049-08-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                                   | Multi-family Connecticut Avenue Securities Trust, Series 2020-01, Class M10         | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    1450320 | PA      | $1475639.51   | 0.41%             | 2050-03-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp.                                                           | Progress Software Corp.                                                             | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     124000 | PA      | $141246.45    | 0.04%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                           | GA Global Funding Trust                                                             | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497729.27    | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   41312000 | PA      | $-122468.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                         | Ivory Coast Government Bond                                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1660000 | PA      | $1628605.67   | 0.45%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   57943000 | PA      | $-117429.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                     | Fortress Intermediate 3, Inc., First Lien, Initial CME Term Loan                    | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     405000 | PA      | $397406.25    | 0.11%             | 2031-06-27      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   59453000 | PA      | $119448.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bills                                                                 | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2600000 | PA      | $2554625.79   | 0.70%             | 2025-10-02      | 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      | $-52783.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2019-DNA2, Class B2                                       | CUSIP: 35564LBE6<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | CORP              | US        |     252000 | PA      | $296440.23    | 0.08%             | 2049-03-25      | Floating      | 14.97%                | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H16, Class IG                                                     | CUSIP: 38375UF88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6966916 | PA      | $179767.33    | 0.05%             | 2067-07-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3254000 | PA      | $-46820.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4605400 | PA      | $127794.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                 | Chile Government Bond                                                               | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     520000 | PA      | $527383.82    | 0.15%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                      | Dexcom, Inc.                                                                        | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     248000 | PA      | $225301.99    | 0.06%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4030200 | PA      | $156835.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                        | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                       | CUSIP: 63939WAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     205748 | PA      | $205233.42    | 0.06%             | 2029-10-22      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp.                                                                  | Glatfelter Corp., First Lien, CME Term Loan                                         | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199500 | PA      | $191582.84    | 0.05%             | 2031-11-04      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     955000 | PA      | $994263.76    | 0.27%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-36678.00    | -0.01%            |  |  |  | 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        |     346000 | PA      | $321983.93    | 0.09%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $544.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2014-CR20, Class C                                      | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     845489 | PA      | $818420.31    | 0.23%             | 2047-11-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4984, Class IL                                                        | CUSIP: 3137FTQF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4328781 | PA      | $913827.23    | 0.25%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2013-H08, Class CI                                                     | CUSIP: 38375BM66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1505147 | PA      | $52630.48     | 0.01%             | 2063-02-20      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                     | Alnylam Pharmaceuticals, Inc.                                                       | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     139000 | PA      | $159705.92    | 0.04%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-H15, Class KI                                                     | CUSIP: 38380LJK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3482297 | PA      | $141638.95    | 0.04%             | 2068-08-20      | Variable      | 2.30%                 | 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        |   12853051 | PA      | $491395.27    | 0.14%             | 2057-07-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                  | Gray Media, Inc., First Lien, CME Term Loan, D                                      | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     520515 | PA      | $482301.28    | 0.13%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-52, Class KI                                                      | CUSIP: 38379LWF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     572008 | PA      | $27864.72     | 0.01%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                           | Nabors Industries, Inc.                                                             | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     138000 | PA      | $77763.00     | 0.02%             | 2029-06-15      | Fixed         | 1.75%                 | 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      | $421325.06    | 0.12%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-H20, Class AI                                                     | CUSIP: 38376RFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2791730 | PA      | $70708.95     | 0.02%             | 2065-08-20      | Variable      | 1.83%                 | 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        |     497099 | PA      | $491798.33    | 0.14%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                                     | Parsons Corp.                                                                       | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      89000 | PA      | $94251.00     | 0.03%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15.42       | -0.00%            |  |  |  | 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        |     298500 | PA      | $295115.01    | 0.08%             | 2031-04-10      | Variable      | 6.05%                 | 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      | $-72119.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                          | Venture Global LNG, Inc.                                                            | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     985000 | PA      | $950806.63    | 0.26%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                      | Ameren Corp.                                                                        | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     325000 | PA      | $329873.52    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                                      | Dun & Bradstreet Corp. (The), First Lien, Incremental CME Term Loan, B2             | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     435600 | PA      | $434783.25    | 0.12%             | 2029-01-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2020-76, Class BI                                                      | CUSIP: 3136BCLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6158467 | PA      | $1406053.13   | 0.39%             | 2050-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      25000 | PA      | $434.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                       | Aker BP ASA                                                                         | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     450000 | PA      | $459145.20    | 0.13%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                       | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |     298000 | PA      | $359608.82    | 0.10%             | 2049-04-25      | Floating      | 15.72%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                  | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     905000 | PA      | $916825.66    | 0.25%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                                        | Sarepta Therapeutics, Inc.                                                          | CUSIP: 803607AD2<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42769.84     | 0.01%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2024-BNK48, Class XA                                                   | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9721444 | PA      | $823420.87    | 0.23%             | 2057-10-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1028.58      | 0.00%             |  |  |  | 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      | $20957946.87  | 5.78%             | 2055-05-25      | Fixed         | 5.50%                 | 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      | $359471.01    | 0.10%             | 2051-06-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                        | Prime Security Services Borrower LLC / Prime Finance, Inc.                          | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $455118.76    | 0.13%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-H20, Class CI                                                     | CUSIP: 38376RFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3120406 | PA      | $150650.08    | 0.04%             | 2065-08-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                             | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                            | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     471000 | PA      | $459137.25    | 0.13%             | 2057-06-15      | Variable      | 4.21%                 | 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      | $203098.00    | 0.06%             | 2046-07-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Chevy Chase Funding LLC Mortgage-Backed Certificates                              | Chevy Chase Funding LLC, Series 2006-4A, Class A2                                   | CUSIP: 16678XAB0<br>LEI: 5493000OPBL8EFF3O717 | Long             | ABS-MBS          | CORP              | US        |     430252 | PA      | $370611.26    | 0.10%             | 2047-11-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                            | Montenegro Government Bond                                                          | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     490000 | PA      | $539506.75    | 0.15%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OSI Systems, Inc.                                                                 | OSI Systems, Inc.                                                                   | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     109000 | PA      | $138702.90    | 0.04%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                                                  | Mizuho Bank Ltd.                                                                    | CUSIP: 60710TA43<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |    2000000 | PA      | $2000181.40   | 0.55%             | 2025-08-06      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                | VICI Properties LP                                                                  | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     935000 | PA      | $929098.19    | 0.26%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      34000 | PA      | $1431.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                  | CMS Energy Corp.                                                                    | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     112000 | PA      | $124040.00    | 0.03%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                       | Carvana Co.                                                                         | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     440000 | PA      | $452912.24    | 0.12%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C12, Class D        | CUSIP: 61762XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     416000 | PA      | $379724.80    | 0.10%             | 2046-10-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                               | Benin Government Bond                                                               | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     600000 | PA      | $549753.70    | 0.15%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                           | Civitas Resources, Inc.                                                             | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     370000 | PA      | $352157.93    | 0.10%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                           | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     400000 | PA      | $407196.40    | 0.11%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H03, Class AI                                                     | CUSIP: 38376RNL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8316170 | PA      | $311814.79    | 0.09%             | 2066-01-20      | Variable      | 2.01%                 | 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      | $-11318.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9000000 | PA      | $9131106.87   | 2.52%             | 2055-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                         | ATI, Inc.                                                                           | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1032902.17   | 0.28%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2012-113, Class ID                                                     | CUSIP: 38378HVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     718242 | PA      | $111169.11    | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $2557262.31   | 0.71%             | 2055-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D                | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     287000 | PA      | $247095.81    | 0.07%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32321.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2851000 | PA      | $-49111.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                       | CUSIP: 3140JXZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22001 | PA      | $21831.63     | 0.01%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                                     | Datadog, Inc.                                                                       | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     181000 | PA      | $163620.84    | 0.05%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc.                                                             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     360000 | PA      | $361661.70    | 0.10%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                                | WestJet Loyalty LP, First Lien, Initial CME Term Loan                               | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     371250 | PA      | $354718.23    | 0.10%             | 2031-02-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                  | NRG Energy, Inc.                                                                    | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      54000 | PA      | $144045.00    | 0.04%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2012-140, Class IC                                                     | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1706543 | PA      | $281284.66    | 0.08%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                      | GS Mortgage Securities Trust, Series 2014-GC24, Class B                             | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1080000 | PA      | $1014621.66   | 0.28%             | 2047-09-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | UBS AG                                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     265000 | PA      | $286852.41    | 0.08%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                                              | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                     | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     442984 | PA      | $427851.27    | 0.12%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                        | Encore Capital Group, Inc.                                                          | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     385000 | PA      | $406883.40    | 0.11%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                          | Guidewire Software, Inc.                                                            | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     216000 | PA      | $238032.00    | 0.07%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co. LLC                                                     | Sheffield Receivables Co. LLC                                                       | CUSIP: 82124LT51<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |    1800000 | PA      | $1792099.80   | 0.49%             | 2025-06-05      | 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      | $-1332.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                                             | Bentley Systems, Inc.                                                               | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |     161000 | PA      | $147379.00    | 0.04%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                              | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1C3         | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     193564 | PA      | $187448.36    | 0.05%             | 2045-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                            | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan           | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     455000 | PA      | $455122.85    | 0.13%             | 2028-10-23      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                       | CUSIP: 3140JUFY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37946 | PA      | $37927.67     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1855882.05   | 0.51%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-H02, Class EI                                                     | CUSIP: 38375U6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7146274 | PA      | $329571.88    | 0.09%             | 2068-01-20      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17737.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13076000 | PA      | $130121.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                | Dominican Republic Government Bond                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1350000 | PA      | $1361070.00   | 0.38%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-42                                                                | CUSIP: 38379V6K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1551335 | PA      | $308134.95    | 0.08%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                          | Patrick Industries, Inc.                                                            | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      83000 | PA      | $109724.33    | 0.03%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vertex, Inc.                                                                      | Vertex, Inc.                                                                        | CUSIP: 92538JAA4<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |     112000 | PA      | $146372.74    | 0.04%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-551.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1053000 | PA      | $-131549.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                      | McAfee Corp., First Lien, CME Term Loan, B1                                         | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     482578 | PA      | $454931.14    | 0.13%             | 2029-03-01      | Variable      | 7.32%                 | 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        |     400686 | PA      | $116544.92    | 0.03%             | 2035-05-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H06, Class DI                                                     | CUSIP: 38376RSF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4576804 | PA      | $151968.20    | 0.04%             | 2065-07-20      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18693.87    | -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      | $104142.92    | 0.03%             |  |  |  | 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        |     490050 | PA      | $483311.81    | 0.13%             | 2031-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                                | Light & Wonder International, Inc.                                                  | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1015404.47   | 0.28%             | 2029-11-15      | Fixed         | 7.25%                 | 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        |    1147707 | PA      | $1106611.97   | 0.31%             | 2048-02-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     319000 | PA      | $38495.26     | 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      | $-10734.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                       | CUSIP: 3140JKL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4462 | PA      | $4487.88      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                               | Constellation Energy Generation LLC                                                 | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     445000 | PA      | $459872.39    | 0.13%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                     | Six Flags Entertainment Corp.                                                       | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     610000 | PA      | $618867.66    | 0.17%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                           | Aris Water Holdings LLC                                                             | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     460000 | PA      | $456904.63    | 0.13%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2068300 | PA      | $525681.05    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                | Nationstar Mortgage Holdings, Inc.                                                  | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1105252.50   | 0.30%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5011, Class SA                                                        | CUSIP: 3137FVT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7077385 | PA      | $1123939.74   | 0.31%             | 2050-09-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Putnam Funds Trust                                                                | Putnam Short Term Investment Fund, Class P                                          | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |   23517320 | NS      | $23517320.00  | 6.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                                                | Chord Energy Corp.                                                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     315000 | PA      | $306949.27    | 0.08%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H11, Class DI                                                     | CUSIP: 38376R4R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3312541 | PA      | $168303.59    | 0.05%             | 2067-05-20      | Variable      | 1.81%                 | 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      | $663022.54    | 0.18%             | 2050-10-25      | Floating      | 15.85%                | No            |                  2 | On Loan: No      |
| Pacific Dental Services, Inc.                                                     | Pacific Dental Services, Inc., First Lien, CME Term Loan                            | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     391050 | PA      | $388148.41    | 0.11%             | 2031-03-17      | Variable      | 7.07%                 | 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      | $1341572.56   | 0.37%             | 2050-07-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                                       | Fluor Corp.                                                                         | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     141000 | PA      | $148508.25    | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3               | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     318322 | PA      | $316109.18    | 0.09%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     535000 | PA      | $599721.63    | 0.17%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Debt Notes, Series 2016-DNA1, Class B                                   | CUSIP: 3137G0HZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2786908 | PA      | $2949994.16   | 0.81%             | 2028-07-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  228697000 | PA      | $-1814303.55  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                             | Clydesdale Acquisition Holdings, Inc.                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     435000 | PA      | $445143.03    | 0.12%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-H25, Class EI                                                     | CUSIP: 38376RJK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2175219 | PA      | $60753.86     | 0.02%             | 2065-10-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3966.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-122, Class GI                                                     | CUSIP: 38382WBR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6582335 | PA      | $1446078.41   | 0.40%             | 2047-11-20      | Fixed         | 4.50%                 | 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        |     347522 | PA      | $317728.76    | 0.09%             | 2037-02-26      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                | Southern Co. (The)                                                                  | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     206000 | PA      | $231389.50    | 0.06%             | 2025-12-15      | Fixed         | 3.88%                 | 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      | $71939.92     | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     256000 | PA      | $6751.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                             | Axon Enterprise, Inc.                                                               | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      48000 | PA      | $130269.56    | 0.04%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6095000 | PA      | $178355.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                                              | Exact Sciences Corp.                                                                | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     226000 | PA      | $197614.40    | 0.05%             | 2031-04-15      | Fixed         | 1.75%                 | 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      | $944102.85    | 0.26%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                     | Magnera Corp.                                                                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     295000 | PA      | $257437.65    | 0.07%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                    | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     244000 | PA      | $229543.07    | 0.06%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                   | FirstCash, Inc.                                                                     | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     814000 | PA      | $833838.47    | 0.23%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -16330600 | PA      | $-20377.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4030200 | PA      | $213155.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                                  | Ambipar Lux SARL                                                                    | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $391260.00    | 0.11%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                    | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                      | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     460000 | PA      | $467387.14    | 0.13%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                            | Egypt Government Bond                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     930000 | PA      | $875083.50    | 0.24%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                               | Bausch + Lomb Corp., First Lien, New CME Term Loan                                  | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     273529 | PA      | $271934.13    | 0.08%             | 2028-09-29      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                      | Mattel, Inc.                                                                        | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     585000 | PA      | $551617.03    | 0.15%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                | Canadian Imperial Bank of Commerce                                                  | CUSIP: 13606DEU2<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |    1800000 | PA      | $1799505.36   | 0.50%             | 2026-02-09      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                        | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     445000 | PA      | $463043.54    | 0.13%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2010-35, Class SG                                                      | CUSIP: 31398PJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     499259 | PA      | $57955.53     | 0.02%             | 2040-04-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      31000 | PA      | $28466.04     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                              | LHOME Mortgage Trust, Series 2023-RTL2, Class A1                                    | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     786000 | PA      | $791102.40    | 0.22%             | 2028-06-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 3617LEPL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29575 | PA      | $26571.09     | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 3617K4U96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56133 | PA      | $55543.56     | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     436000 | PA      | $-17697.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                             | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     923924 | PA      | $896557.44    | 0.25%             | 2029-08-02      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H08, Class NI                                                     | CUSIP: 38376R2Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4589990 | PA      | $149075.98    | 0.04%             | 2067-03-20      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                             | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     470000 | PA      | $460560.49    | 0.13%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 3617K4U88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54137 | PA      | $53703.81     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                | APi Group DE, Inc., First Lien, 2021 Incremental CME Term Loan                      | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     191140 | PA      | $191094.34    | 0.05%             | 2029-01-03      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                                     | Nutanix, Inc.                                                                       | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     145000 | PA      | $156869.67    | 0.04%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Energo-Pro A/S                                                                    | Energo-Pro A/S                                                                      | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |     700000 | PA      | $734208.24    | 0.20%             | 2028-11-02      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2016-3, Class NI                                                       | CUSIP: 3136ARFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1338641 | PA      | $202475.32    | 0.06%             | 2046-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                | Panama Government Bond                                                              | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     780000 | PA      | $811262.40    | 0.22%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3570000 | PA      | $-44902.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    1201500 | PA      | $51074.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                            | Alternative Loan Trust, Series 2007-OH1, Class A1D                                  | CUSIP: 02150KAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     312778 | PA      | $266062.56    | 0.07%             | 2047-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                      | DaVita, Inc.                                                                        | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     390000 | PA      | $394056.39    | 0.11%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                           | Digital Realty Trust LP                                                             | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     258000 | PA      | $268732.80    | 0.07%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                    | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6819683 | PA      | $352759.71    | 0.10%             | 2052-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9000000 | PA      | $8616787.38   | 2.38%             | 2055-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4848800 | PA      | $371852.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                  | ArcelorMittal SA                                                                    | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     515000 | PA      | $560955.34    | 0.15%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-60174.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                         | Outfront Media Capital LLC / Outfront Media Capital Corp.                           | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $554136.46    | 0.15%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                    | TGNR Intermediate Holdings LLC                                                      | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     476000 | PA      | $437899.64    | 0.12%             | 2029-10-15      | Fixed         | 5.50%                 | 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      | $467325.54    | 0.13%             | 2050-08-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4839, Class WS                                                        | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4388754 | PA      | $647491.33    | 0.18%             | 2056-08-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 3617LEXM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19402 | PA      | $18690.44     | 0.01%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                        | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                    | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     468869 | PA      | $457880.95    | 0.13%             | 2029-01-29      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                         | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $455611.52    | 0.13%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2019-89, Class PS                                                      | CUSIP: 38381W6R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4142211 | PA      | $483270.11    | 0.13%             | 2049-07-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H12, Class QI                                                     | CUSIP: 38376R2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2942568 | PA      | $117108.33    | 0.03%             | 2067-05-20      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                 | OneSky Flight LLC                                                                   | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     446000 | PA      | $450893.78    | 0.12%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                       | Philippine Government Bond                                                          | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     790000 | PA      | $815186.98    | 0.22%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                        | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     267000 | PA      | $271228.61    | 0.07%             | 2032-03-15      | Fixed         | 6.25%                 | 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        |   16435642 | PA      | $1000800.73   | 0.28%             | 2057-09-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                               | Station Casinos LLC                                                                 | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     625000 | PA      | $565473.38    | 0.16%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                              | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     454241 | PA      | $447972.71    | 0.12%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                                 | Flash Charm, Inc., First Lien, CME Term Loan, B2                                    | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     436700 | PA      | $398626.31    | 0.11%             | 2028-03-02      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                | Seagate HDD Cayman                                                                  | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     223000 | PA      | $282513.13    | 0.08%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1368400 | PA      | $-6265.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GTA Funding LLC                                                                   | GTA Funding LLC                                                                     | CUSIP: 40060WSE3<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |    1800000 | PA      | $1796947.20   | 0.50%             | 2025-05-14      | 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      | $-511.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H10, Class AI                                                     | CUSIP: 38376RUG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5850534 | PA      | $144145.46    | 0.04%             | 2066-04-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   92300000 | PA      | $851830.66    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Note                                                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     242000 | PA      | $129197.75    | 0.04%             | 2050-11-15      | Fixed         | 1.62%                 | 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        |    5709245 | PA      | $427612.20    | 0.12%             | 2057-05-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                             | WEC US Holdings, Inc., First Lien, Initial CME Term Loan                            | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     441662 | PA      | $438213.12    | 0.12%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                     | Insulet Corp.                                                                       | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     130000 | PA      | $161277.77    | 0.04%             | 2026-09-01      | Fixed         | 0.38%                 | 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      | $266288.38    | 0.07%             | 2047-09-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 3617LNR97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     158054 | PA      | $142294.64    | 0.04%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                             | Coinbase Global, Inc.                                                               | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      89000 | PA      | $88866.50     | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     402000 | PA      | $25287.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2015-DC1, Class AM                                      | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     304870 | PA      | $302362.25    | 0.08%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                           | GSR Mortgage Loan Trust, Series 2007-OA1, Class 2A3A                                | CUSIP: 3622NAAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     507256 | PA      | $277483.82    | 0.08%             | 2037-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                   | Snowflake, Inc.                                                                     | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     220000 | PA      | $270270.00    | 0.07%             | 2027-10-01      | 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      | $14002.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                         | Duke Energy Carolinas LLC, Series A                                                 | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     435000 | PA      | $458829.05    | 0.13%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2019-96, Class SY                                                      | CUSIP: 38381XK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3839728 | PA      | $484046.86    | 0.13%             | 2049-08-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-214, Class AI                                                     | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4966175 | PA      | $1019593.02   | 0.28%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                                               | Phoenix Newco, Inc., First Lien, Sixth Amendment CME Term Loan                      | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     538264 | PA      | $535876.85    | 0.15%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                            | Verisure Midholding AB                                                              | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |    1310000 | PA      | $1494839.50   | 0.41%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 374, Class 6                                                           | CUSIP: 3136FCZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64679 | PA      | $10714.38     | 0.00%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2014-CR16, Class C                                      | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     912000 | PA      | $861461.52    | 0.24%             | 2047-04-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                        | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     375000 | PA      | $384157.98    | 0.11%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                            | Cleveland-Cliffs, Inc.                                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     220000 | PA      | $206961.85    | 0.06%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2015-C30, Class D                     | CUSIP: 94989NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $260880.63    | 0.07%             | 2058-09-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10390700 | PA      | $117685.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities, Series 2016-C03, Class 1B                       | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1286125 | PA      | $1392175.91   | 0.38%             | 2028-10-25      | Floating      | 16.22%                | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                    | Aircastle Ltd.                                                                      | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     455000 | PA      | $454318.85    | 0.13%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   18423000 | PA      | $444317.08    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                        | Aviation Capital Group LLC                                                          | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     455000 | PA      | $459567.75    | 0.13%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd.                                                          | Transocean Poseidon Ltd.                                                            | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     236250 | PA      | $234725.66    | 0.06%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22394000 | PA      | $383767.67    | 0.11%             |  |  |  | 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        |     638456 | PA      | $77294.62     | 0.02%             | 2050-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                             | Ashtead Capital, Inc.                                                               | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     475000 | PA      | $465160.53    | 0.13%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-302.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                    | Carnival Corp.                                                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     155000 | PA      | $154019.36    | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1863000 | PA      | $-28108.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                            | Antero Resources Corp.                                                              | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     555000 | PA      | $537610.02    | 0.15%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                | Dominican Republic Government Bond                                                  | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     310000 | PA      | $308233.00    | 0.09%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     670000 | PA      | $665209.82    | 0.18%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                   | Air Lease Corp.                                                                     | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1030599.74   | 0.28%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                        | Vmed O2 UK Financing I plc                                                          | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     610000 | PA      | $643507.49    | 0.18%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3068800 | PA      | $-24445.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                  | Bombardier, Inc.                                                                    | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1020000 | PA      | $1033240.68   | 0.28%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                            | Chart Industries, Inc., First Lien, Amendment No. 7 CME Term Loan                   | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     953044 | PA      | $950961.39    | 0.26%             | 2030-03-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                             | Indonesia Government Bond                                                           | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     900000 | PA      | $899387.21    | 0.25%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H03, Class DI                                                     | CUSIP: 38376RNT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2330999 | PA      | $80065.16     | 0.02%             | 2065-12-20      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     614500 | PA      | $76640.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                          | Spirit AeroSystems, Inc.                                                            | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     275000 | PA      | $304743.05    | 0.08%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275000 | PA      | $271749.01    | 0.07%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                               | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $160053.62    | 0.04%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                           | GFL Environmental, Inc.                                                             | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     466000 | PA      | $452611.07    | 0.12%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                   | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class AS                           | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     509778 | PA      | $506827.61    | 0.14%             | 2050-04-15      | Variable      | 3.79%                 | 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      | $274164.81    | 0.08%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-79, Class GI                                                      | CUSIP: 38379LX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     379278 | PA      | $85095.20     | 0.02%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                        | Southern Gas Corridor CJSC                                                          | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |     800000 | PA      | $808620.00    | 0.22%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                   | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C                           | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     365000 | PA      | $349044.03    | 0.10%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 378, Class 19                                                          | CUSIP: 3136FEMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     175584 | PA      | $25015.28     | 0.01%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                           | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     590000 | PA      | $568064.15    | 0.16%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6260.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2024-186                                                               | CUSIP: 38384XVG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7839389 | PA      | $1211942.88   | 0.33%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                       | Toronto-Dominion Bank (The)                                                         | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     325000 | PA      | $329848.43    | 0.09%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2019-43, Class JS                                                      | CUSIP: 3136B5A54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2556122 | PA      | $285063.61    | 0.08%             | 2049-08-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                            | Tenet Healthcare Corp.                                                              | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1030943.07   | 0.28%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                             | Guatemala Government Bond                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    1480000 | PA      | $1482613.41   | 0.41%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                            | TK Elevator Midco GmbH, First Lien, CME Term Loan, C                                | CUSIP: D9000BAG7<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |     291598 | PA      | $290814.81    | 0.08%             | 2030-04-30      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                            | Liberty Media Corp.-Liberty Formula One Corp.                                       | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     199000 | PA      | $242164.74    | 0.07%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                                | Zegona Finance plc                                                                  | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     435000 | PA      | $463855.73    | 0.13%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-116, Class ES                                                     | CUSIP: 38382WSM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6172012 | PA      | $728480.17    | 0.20%             | 2047-11-20      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                                           | Rivian Automotive, Inc.                                                             | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     122000 | PA      | $124897.50    | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                                                 | Haemonetics Corp.                                                                   | CUSIP: 405024AC4<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |     107000 | PA      | $102238.50    | 0.03%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                  | Welltower OP LLC                                                                    | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     109000 | PA      | $145460.50    | 0.04%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                             | Acrisure LLC / Acrisure Finance, Inc.                                               | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $443506.86    | 0.12%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 304, Class C37                                                        | CUSIP: 31325UPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69016 | PA      | $1465.52      | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10912.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1735074.07   | 0.48%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2019-83, Class SY                                                      | CUSIP: 38381XBN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3398623 | PA      | $425048.79    | 0.12%             | 2049-07-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5093, Class YI                                                        | CUSIP: 3137FYLH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3482500 | PA      | $827366.02    | 0.23%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bobl                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -56 | NC      | $-57059.62    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CPM Holdings, Inc.                                                                | CPM Holdings, Inc., First Lien, Initial CME Term Loan                               | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     366600 | PA      | $355754.21    | 0.10%             | 2028-09-28      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                   | Transocean Titan Financing Ltd.                                                     | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     194524 | PA      | $192877.54    | 0.05%             | 2028-02-01      | Fixed         | 8.38%                 | 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        |      72829 | PA      | $72356.88     | 0.02%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                | Southern Co. (The)                                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     570000 | PA      | $591797.20    | 0.16%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2015-30                                                                | CUSIP: 3136ANRR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2003727 | PA      | $283666.01    | 0.08%             | 2045-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M2                                 | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $467164.17    | 0.13%             | 2042-02-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                   | TransDigm, Inc.                                                                     | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     420000 | PA      | $433080.06    | 0.12%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2019-152, Class ES                                                     | CUSIP: 38382BH89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2260652 | PA      | $271382.42    | 0.07%             | 2049-12-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                        | Microchip Technology, Inc.                                                          | CUSIP: 595017BF0<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     105000 | PA      | $98939.95     | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5302300 | PA      | $20323.30     | 0.01%             |  |  |  | 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        |   14079486 | PA      | $708324.84    | 0.20%             | 2057-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                              | Bulgaria Government Bond                                                            | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     632000 | PA      | $423705.84    | 0.12%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                           | Level 3 Financing, Inc.                                                             | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     350000 | PA      | $389236.21    | 0.11%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Impinj, Inc.                                                                      | Impinj, Inc.                                                                        | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |      53000 | PA      | $61253.92     | 0.02%             | 2027-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                           | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                  | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     587967 | PA      | $337496.64    | 0.09%             | 2047-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Box, Inc.                                                                         | Box, Inc.                                                                           | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |     136000 | PA      | $133620.00    | 0.04%             | 2029-09-15      | Fixed         | 1.50%                 | 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        |     532731 | PA      | $526843.64    | 0.15%             | 2055-07-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     465000 | PA      | $482016.33    | 0.13%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                            | Alternative Loan Trust, Series 2005-38, Class A3                                    | CUSIP: 12667GZ30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     347727 | PA      | $307818.71    | 0.08%             | 2035-09-25      | Floating      | 5.14%                 | 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        |     574000 | PA      | $141212.61    | 0.04%             | 2046-04-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4605400 | PA      | $193904.46    | 0.05%             |  |  |  | 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      | $470423.00    | 0.13%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                             | Veritiv Operating Co.                                                               | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      95000 | PA      | $99350.91     | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     303000 | PA      | $292860.64    | 0.08%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      89000 | PA      | $93645.73     | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                               | Armenia Government Bond                                                             | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |     500000 | PA      | $423846.88    | 0.12%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                          | EquipmentShare.com, Inc.                                                            | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     435000 | PA      | $443287.87    | 0.12%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5380000 | PA      | $357684.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   16226800 | PA      | $31722.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 427, Class C93                                                         | CUSIP: 31423XQX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6076965 | PA      | $1079629.18   | 0.30%             | 2042-08-25      | Fixed         | 4.50%                 | 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      | $1736029.40   | 0.48%             | 2055-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9287.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-63, Class SP                                                      | CUSIP: 38382FGY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3870757 | PA      | $508761.85    | 0.14%             | 2050-05-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     134000 | PA      | $6471.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk                                          | FHLMC, Multi-family Structured Pass-Through Certificates, Series 2021-MN3, Class M2 | CUSIP: 35563GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1746000 | PA      | $1818594.14   | 0.50%             | 2051-11-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $3916202.40   | 1.08%             | 2055-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                                     | Wayfair, Inc.                                                                       | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     176000 | PA      | $164032.00    | 0.05%             | 2027-09-15      | Fixed         | 3.25%                 | 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      | $1009203.34   | 0.28%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                   | TransDigm, Inc.                                                                     | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     145000 | PA      | $148712.58    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2019-DNA1, Class B2                                       | CUSIP: 35563KBE9<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | CORP              | US        |     315000 | PA      | $389216.46    | 0.11%             | 2049-01-25      | Floating      | 15.22%                | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                               | Bausch + Lomb Corp., First Lien, Initial CME Term Loan                              | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     736965 | PA      | $729551.24    | 0.20%             | 2027-05-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                               | Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1                     | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     459000 | PA      | $468086.00    | 0.13%             | 2040-01-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-78360.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    8682100 | PA      | $118329.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                       | Caesars Entertainment, Inc.                                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     509000 | PA      | $521352.56    | 0.14%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                            | Alternative Loan Trust, Series 2006-OA10, Class 3A1                                 | CUSIP: 02146QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     414372 | PA      | $363864.96    | 0.10%             | 2046-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     364000 | PA      | $352020.29    | 0.10%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-H23, Class BI                                                     | CUSIP: 38376RHE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2946274 | PA      | $61874.70     | 0.02%             | 2065-09-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                  | CSC Holdings LLC, First Lien, Term Loan, B5                                         | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     458945 | PA      | $442852.39    | 0.12%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                             | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     404000 | PA      | $377884.96    | 0.10%             | 2051-07-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                         | UKG, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     456550 | PA      | $455513.63    | 0.13%             | 2031-02-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7108000 | PA      | $78652.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4000, Class PI                                                        | CUSIP: 3137ALYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     279395 | PA      | $38529.85     | 0.01%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                                           | Lantheus Holdings, Inc.                                                             | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     100000 | PA      | $148656.73    | 0.04%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                               | Waste Pro USA, Inc.                                                                 | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     105000 | PA      | $107392.01    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      27000 | PA      | $565.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                           | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     290000 | PA      | $278181.51    | 0.08%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     548000 | PA      | $549886.70    | 0.15%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                      | Hess Midstream Operations LP                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $554437.87    | 0.15%             | 2030-02-15      | Fixed         | 4.25%                 | 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      | $-11134.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11336.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     215000 | PA      | $-95340.10    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Chris Berarducci

**Name of Signer:** Chris Berarducci

**Title:** Principal Financial Officer