# EDGAR Filing Document

**Accession Number:** 0000836622
**File Stem:** 0001752724-25-203489
**Filing Date:** 2025-8
**Character Count:** 449053
**Document Hash:** 7febeb50df439e26818ae717e63e19ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203489.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203489

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05635
- **FILM NUMBER:** 251253195

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1311950776.69

**Total Liabilities:** $281972542.97

**Net Assets:** $1029978233.72

**Delayed Delivery Securities:** $212027969.05

**Cash Not Reported:** $1858410.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2843.19000000 | **1-Year:** 48831.54000000 | **5-Year:** 77707.94000000 | **10-Year:** 75676.70000000 | **30-Year:** 12233.90000000

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

- **3-Month:** 1618.49000000 | **1-Year:** 17845.84000000 | **5-Year:** 58014.34000000 | **10-Year:** 20526.09000000 | **30-Year:** 1556.54000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015039 | 0.89%                | 0.63%                | 1.25%                |
| Class ID C000015038 | 0.84%                | 0.58%                | 1.41%                |
| Class ID C000135951 | 0.92%                | 0.67%                | 1.49%                |
| Class ID C000015040 | 0.88%                | 0.62%                | 1.44%                |
| Class ID C000015036 | 0.88%                | 0.62%                | 1.43%                |
| Class ID C000015041 | 0.91%                | 0.66%                | 1.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1373408.04              | $1445122.97                                |
| Month 2  | $352915.52               | $-3505957.92                               |
| Month 3  | $62332.03                | $10095941.97                               |

**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        |   34253798 | PA      | $1644610.48   | 0.16%             | 2057-09-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                               | Benin Government Bond                                                               | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     990000 | PA      | $940106.33    | 0.09%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                   | Air Lease Corp.                                                                     | CUSIP: 00913WU86<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |    4705000 | PA      | $4700091.74   | 0.46%             | 2025-07-08      | None          | 0.00%                 | 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        |   10298907 | PA      | $428823.85    | 0.04%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                    | Constellium SE                                                                      | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |     980000 | PA      | $1113352.40   | 0.11%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2013-CR13, Class D                                      | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2113000 | PA      | $1207389.33   | 0.12%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                               | Bear Stearns Mortgage Funding Trust, Series 2006-AR2, Class 2A1                     | CUSIP: 07401AAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3156397 | PA      | $2879903.42   | 0.28%             | 2046-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   15902000 | PA      | $90293.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84000000 | PA      | $83993907.48  | 8.15%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                           | Romanian Government Bond                                                            | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     930000 | PA      | $842459.18    | 0.08%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-6785.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                       | Itron, Inc.                                                                         | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     486000 | PA      | $580284.00    | 0.06%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2018-DNA3, Class B2                                       | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |     408000 | PA      | $471947.19    | 0.05%             | 2048-09-25      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                   | Wolfspeed, Inc.                                                                     | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     434000 | PA      | $111755.00    | 0.01%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                           | Meituan Dianping                                                                    | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $583050.00    | 0.06%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1950000 | PA      | $-415882.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-H12, Class AI                                                     | CUSIP: 38376RBE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18697053 | PA      | $420534.11    | 0.04%             | 2065-05-20      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                                     | Workiva, Inc.                                                                       | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     271000 | PA      | $251691.25    | 0.02%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     249000 | PA      | $17626.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-105, Class LI                                                     | CUSIP: 38379NRH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4696894 | PA      | $1014332.88   | 0.10%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                       | Beach Acquisition Bidco LLC                                                         | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |     560000 | PA      | $665193.08    | 0.06%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class AS       | CUSIP: 61765TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     707000 | PA      | $705240.91    | 0.07%             | 2048-10-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-139, Class SA                                                     | CUSIP: 38381AKY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1049327 | PA      | $135784.23    | 0.01%             | 2048-10-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1321000 | PA      | $36210.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2002-W8, Class 1                                                       | CUSIP: 31392DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2905318 | PA      | $35401.01     | 0.00%             | 2042-06-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                         | Serbia Government Bond                                                              | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     730000 | PA      | $769625.42    | 0.07%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                       | Jamaica Government Bond                                                             | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     370000 | PA      | $436300.30    | 0.04%             | 2039-03-15      | 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      | $-16445.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                             | Matador Resources Co.                                                               | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    2661000 | PA      | $2715331.93   | 0.26%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4314.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                      | Hess Midstream Operations LP                                                        | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $365591.16    | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2019-47, Class SA                                                      | CUSIP: 3136B5RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8390698 | PA      | $1019695.52   | 0.10%             | 2049-08-25      | Floating      | 1.63%                 | 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        |     332000 | PA      | $327930.05    | 0.03%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR REMIC Trust, Series 2020-HQA2, Class B2                                 | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $607038.40    | 0.06%             | 2050-03-25      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-167, Class MI                                                     | CUSIP: 38379FFD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9048936 | PA      | $1720360.23   | 0.17%             | 2045-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                       | McGraw-Hill Education, Inc.                                                         | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     900000 | PA      | $939511.13    | 0.09%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                          | Dresdner Funding Trust I                                                            | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110566.80    | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32419.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10843500 | PA      | $307242.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                              | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                 | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1211750 | PA      | $1208974.92   | 0.12%             | 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        |     236000 | PA      | $228930.62    | 0.02%             | 2058-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-42, Class IC                                                      | CUSIP: 38376MSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9832615 | PA      | $1831549.63   | 0.18%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     510000 | PA      | $-229645.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   31866700 | PA      | $686523.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H16, Class JI                                                     | CUSIP: 38375UG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18167855 | PA      | $823839.54    | 0.08%             | 2067-08-20      | Variable      | 1.93%                 | 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        |     533092 | PA      | $534922.99    | 0.05%             | 2054-09-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | Mexico Government Bond                                                              | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1160000 | PA      | $1006300.00   | 0.10%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                                          | Hims & Hers Health, Inc.                                                            | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |     253000 | PA      | $265903.00    | 0.03%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-878.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                          | Pertamina Hulu Energi PT                                                            | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     415000 | PA      | $419463.93    | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                   | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2814117.94   | 0.27%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                                                            | Integer Holdings Corp.                                                              | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     545000 | PA      | $568980.00    | 0.06%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                   | JH North America Holdings, Inc.                                                     | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     340000 | PA      | $345857.86    | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H10, Class MI                                                     | CUSIP: 38375UB25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32557734 | PA      | $952118.37    | 0.09%             | 2067-04-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                                           | Lumentum Holdings, Inc.                                                             | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     664000 | PA      | $688568.00    | 0.07%             | 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        |    1090000 | PA      | $1123840.14   | 0.11%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   17356300 | PA      | $356391.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-77, Class SM                                                      | CUSIP: 38382QX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26685797 | PA      | $3663751.72   | 0.36%             | 2051-05-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                | Under Armour, Inc.                                                                  | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     675000 | PA      | $685263.80    | 0.07%             | 2030-07-15      | Fixed         | 7.25%                 | 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        |     370621 | PA      | $364413.86    | 0.04%             | 2035-11-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                            | Alternative Loan Trust, Series 2006-OA7, Class 1A1                                  | CUSIP: 02146BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1759014 | PA      | $1636867.19   | 0.16%             | 2046-06-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     701000 | PA      | $5426.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -48909700 | PA      | $-13080.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                       | Crescent Energy Finance LLC                                                         | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     860000 | PA      | $861126.09    | 0.08%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                             | Indonesia Government Bond                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1320000 | PA      | $1606068.53   | 0.16%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                 | Ghana Government Bond                                                               | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      91659 | PA      | $76843.58     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                  | Proofpoint, Inc., First Lien, CME Term Loan                                         | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    1376873 | PA      | $1379337.85   | 0.13%             | 2028-08-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-3084.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                               | Ecuador Government Bond                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     802170 | PA      | $584172.43    | 0.06%             | 2035-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                   | COMM Mortgage Trust, Series 2013-CR12, Class AM                                     | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    1122171 | PA      | $1059985.45   | 0.10%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2012-LC4, Class E                                       | CUSIP: 126192AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10009000 | PA      | $1286041.40   | 0.12%             | 2044-12-10      | 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      | $-761.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                           | Romania Government Bond                                                             | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1460000 | PA      | $1412232.16   | 0.14%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                     | Empresa Nacional del Petroleo                                                       | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     695000 | PA      | $704021.80    | 0.07%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                             | BANK5, Series 2024-5YR10, Class XA                                                  | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40156668 | PA      | $1780462.34   | 0.17%             | 2057-10-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     421000 | PA      | $391518.55    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                 | Ghana Government Bond                                                               | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     333360 | PA      | $260186.34    | 0.03%             | 2035-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1                | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126000 | PA      | $129009.33    | 0.01%             | 2040-01-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   17356300 | PA      | $141665.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                                  | Iraq Government Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    1462500 | PA      | $1449894.26   | 0.14%             | 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        |     537441 | PA      | $538561.71    | 0.05%             | 2031-02-03      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1B                 | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     413553 | PA      | $449380.76    | 0.04%             | 2029-04-25      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     166000 | PA      | $21167.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                       | Philippines Government Bond                                                         | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     550000 | PA      | $540355.70    | 0.05%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                    | Alimentation Couche-Tard, Inc.                                                      | CUSIP: 01626UUA1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |    2755000 | PA      | $2751430.62   | 0.27%             | 2025-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                              | Paraguay Government Bond                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     450000 | PA      | $432886.50    | 0.04%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   33139500 | PA      | $2420.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                    | Alimentation Couche-Tard, Inc.                                                      | CUSIP: 01626UU94<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |    3335000 | PA      | $3331113.72   | 0.32%             | 2025-07-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | DTRS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13810000 | PA      | $268432.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-119, Class SA                                                     | CUSIP: 38379EAL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6635978 | PA      | $611761.50    | 0.06%             | 2044-08-20      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2019-119, Class IN                                                     | CUSIP: 38381YL93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13412874 | PA      | $3289606.70   | 0.32%             | 2049-09-20      | 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      | $174890.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                               | Herc Holdings, Inc.                                                                 | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     375000 | PA      | $385072.13    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2015-DC1, Class B                                       | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2646000 | PA      | $2523622.50   | 0.25%             | 2048-02-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                  | Welltower OP LLC                                                                    | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     230000 | PA      | $375015.00    | 0.04%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                        | Alibaba Group Holding Ltd.                                                          | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     403000 | PA      | $515366.16    | 0.05%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                      | Marriott International, Inc.                                                        | CUSIP: 57163TV55<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | STIV             | CORP              | US        |    2400000 | PA      | $2388976.80   | 0.23%             | 2025-08-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                      | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4314978.89   | 0.42%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                          | Power Finance Corp. Ltd.                                                            | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    1380000 | PA      | $1323657.72   | 0.13%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5630.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                     | Brazil Government Bond                                                              | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     500000 | PA      | $496280.14    | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                             | Alexandria Real Estate Equities, Inc.                                               | CUSIP: 01527LUB9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | STIV             | CORP              | US        |    3456000 | PA      | $3451186.14   | 0.34%             | 2025-07-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H23, Class NI                                                     | CUSIP: 38376RA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28313686 | PA      | $1246623.30   | 0.12%             | 2066-10-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                                             | Shift4 Payments, Inc.                                                               | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $462250.00    | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                           | Ukraine Government Bond                                                             | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     267727 | PA      | $102404.85    | 0.01%             | 2034-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2B                 | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     440092 | PA      | $478462.13    | 0.05%             | 2029-01-25      | Floating      | 15.17%                | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                                | Oman Government Bond                                                                | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    2167000 | PA      | $2274999.90   | 0.22%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2014-CR19, Class D                                      | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1252097 | PA      | $1206395.29   | 0.12%             | 2047-08-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                      | Ecopetrol SA                                                                        | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $991716.80    | 0.10%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                        | Huntsman International LLC                                                          | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1233850.37   | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2013-34, Class IH                                                      | CUSIP: 38378JL67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4262557 | PA      | $819519.68    | 0.08%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                                               | MicroStrategy, Inc.                                                                 | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     387000 | PA      | $455253.79    | 0.04%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7295000 | PA      | $147222.24    | 0.01%             |  |  |  | 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        |     178208 | PA      | $174946.43    | 0.02%             | 2046-06-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                         | Sunoco LP                                                                           | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     988000 | PA      | $1005115.94   | 0.10%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                          | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     584000 | PA      | $580963.20    | 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        |    1250000 | PA      | $1254440.76   | 0.12%             | 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        |    1490000 | PA      | $1355333.80   | 0.13%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                        | Cloud Software Group, Inc.                                                          | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504979.00    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16189000 | PA      | $-37934.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                            | Aramark Services, Inc.                                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    1226000 | PA      | $1222243.41   | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                       | McGraw-Hill Education, Inc.                                                         | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     934000 | PA      | $940270.88    | 0.09%             | 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      | $17976.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                       | RHP Hotel Properties LP / RHP Finance Corp.                                         | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1260674.45   | 0.12%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                           | Hungary Government Bond                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    2090000 | PA      | $2109576.49   | 0.20%             | 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        |    8114979 | PA      | $1327432.89   | 0.13%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                             | Athene Global Funding                                                               | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1254584.78   | 0.12%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                              | Vulcan Materials Co.                                                                | CUSIP: 92919TUA9<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | STIV             | CORP              | US        |    3319000 | PA      | $3314757.65   | 0.32%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                 | Taylor Morrison Communities, Inc.                                                   | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    2811000 | PA      | $2802976.00   | 0.27%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5955000 | PA      | $553644.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                      | AES Andes SA                                                                        | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    1170000 | PA      | $1194582.87   | 0.12%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                    | Constellium SE                                                                      | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1785000 | PA      | $1815898.35   | 0.18%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-63, Class PS                                                      | CUSIP: 38382FGP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2202782 | PA      | $289328.84    | 0.03%             | 2050-04-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4969.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                 | Barclays Bank plc                                                                   | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |      91000 | PA      | $99335.60     | 0.01%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                             | PG Polaris BidCo SARL, First Lien, Initial CME Term Loan                            | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |     550844 | PA      | $553047.82    | 0.05%             | 2031-03-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                   | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class A5                           | CUSIP: 12636LAY6<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    1039464 | PA      | $1034157.64   | 0.10%             | 2048-11-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   21121500 | PA      | $2490102.10   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                             | Petronas Capital Ltd.                                                               | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1030000 | PA      | $1051529.46   | 0.10%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                     | Brazil Government Bond                                                              | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1320000 | PA      | $1006661.15   | 0.10%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2150.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     643000 | PA      | $19878.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BDS Ltd.                                                                          | BDS Ltd., Series 2021-FL9, Class A                                                  | CUSIP: 05493NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     323538 | PA      | $324037.71    | 0.03%             | 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        |    7467989 | PA      | $285814.87    | 0.03%             | 2067-01-20      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2015-58, Class KI                                                      | CUSIP: 3136APW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8920125 | PA      | $1494162.84   | 0.15%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     249000 | PA      | $16851.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc.                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     420000 | PA      | $432156.87    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                   | CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4                           | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     181731 | PA      | $181025.13    | 0.02%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                          | Sea Ltd.                                                                            | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $445321.06    | 0.04%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                               | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2D                    | CUSIP: 17312EAE6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    4669848 | PA      | $4039310.69   | 0.39%             | 2037-03-25      | Floating      | 4.78%                 | 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        |    2246324 | PA      | $2234912.21   | 0.22%             | 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        |    1765000 | PA      | $1827155.96   | 0.18%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MARA Holdings, Inc.                                                               | MARA Holdings, Inc.                                                                 | CUSIP: 565788AG1<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |     185000 | PA      | $159192.50    | 0.02%             | 2031-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                            | TK Elevator Midco GmbH, First Lien, CME Term Loan, B1                               | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     813265 | PA      | $816314.60    | 0.08%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   44904000 | PA      | $-907123.09   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Shake Shack, Inc.                                                                 | Shake Shack, Inc.                                                                   | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |     368000 | PA      | $394910.00    | 0.04%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                               | Newell Brands, Inc.                                                                 | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     291000 | PA      | $283819.31    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2015-42, Class LS                                                      | CUSIP: 3136ANX69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1077083 | PA      | $80517.54     | 0.01%             | 2045-06-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1433.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     581000 | PA      | $20626.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                              | Colombia Government Bond                                                            | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     400000 | PA      | $382804.00    | 0.04%             | 2037-09-18      | Fixed         | 7.38%                 | 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      | $-891.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  157839000 | PA      | $-321205.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2869000 | PA      | $9475.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1                | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1471000 | PA      | $1536407.43   | 0.15%             | 2042-01-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5024, Class HI                                                        | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20843060 | PA      | $4755869.49   | 0.46%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 1998-T2, Class A4                                                      | CUSIP: 31359U4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        304 | PA      | $11.25        | 0.00%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class AS               | CUSIP: 46643ABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     959000 | PA      | $936830.22    | 0.09%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                         | Towd Point Mortgage Trust, Series 2018-5, Class M1                                  | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $203766.86    | 0.02%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                   | WFRBS Commercial Mortgage Trust, Series 2012-C9, Class E                            | CUSIP: 92930RAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176207 | PA      | $174929.58    | 0.02%             | 2045-11-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8410000 | PA      | $-205287.52   | -0.02%            |  |  |  | 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        |   12609203 | PA      | $504057.94    | 0.05%             | 2057-12-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     166000 | PA      | $21167.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2019-HQA1, Class B2                                       | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | CORP              | US        |     841000 | PA      | $1036198.71   | 0.10%             | 2049-02-25      | Floating      | 16.67%                | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                                | Cellnex Telecom SA                                                                  | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $750595.71    | 0.07%             | 2028-07-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $5192718.24   | 0.50%             | 2055-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                           | El Salvador Government Bond                                                         | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     600000 | PA      | $13491.67     | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                          | WESCO Distribution, Inc.                                                            | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     265000 | PA      | $274087.35    | 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        |     439000 | PA      | $414875.25    | 0.04%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2013-152, Class SJ                                                     | CUSIP: 38378UXE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9637421 | PA      | $1057533.48   | 0.10%             | 2041-05-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                | Barclays Commercial Mortgage Trust, Series 2019-C5, Class C                         | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     641000 | PA      | $569131.91    | 0.06%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Webuild SpA                                                                       | Webuild SpA                                                                         | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | DBT              | CORP              | IT        |     670000 | PA      | $858867.85    | 0.08%             | 2028-09-27      | Fixed         | 7.00%                 | 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        |     775000 | PA      | $771762.83    | 0.07%             | 2058-09-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-40270.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                   | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E                            | CUSIP: 12527DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1124000 | PA      | $1047462.01   | 0.10%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 5 Year Notes                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         14 | NC      | $15634.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                    | Jefferson Capital Holdings LLC                                                      | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2841626.79   | 0.28%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                       | Nigeria Government Bond                                                             | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     940000 | PA      | $949423.73    | 0.09%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                            | Egypt Government Bond                                                               | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     770000 | PA      | $779336.09    | 0.08%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      11000 | PA      | $565.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                              | American Tower Corp.                                                                | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2973669.96   | 0.29%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Debt Notes, Series 2015-DNA3, Class B                                   | CUSIP: 3137G0GZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4489963 | PA      | $4587534.22   | 0.45%             | 2028-04-25      | Floating      | 13.77%                | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16722000 | PA      | $-405700.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                        | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4                | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     829449 | PA      | $811578.38    | 0.08%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     495000 | PA      | $498333.37    | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 326, Class S2                                                         | CUSIP: 31325VB94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3066071 | PA      | $322481.82    | 0.03%             | 2044-03-15      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                   | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                           | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     564000 | PA      | $529116.60    | 0.05%             | 2057-10-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                | Dominican Republic Government Bond                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     950000 | PA      | $904352.50    | 0.09%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                    | Carnival Corp.                                                                      | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     202000 | PA      | $444804.00    | 0.04%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                         | Akamai Technologies, Inc.                                                           | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     342000 | PA      | $332509.50    | 0.03%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                 | Ghana Government Bond                                                               | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      43680 | PA      | $42446.31     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                         | Turkiye Government Bond                                                             | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2410000 | PA      | $2675967.60   | 0.26%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   54303000 | PA      | $428169.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                       | QXO Building Products, Inc.                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1358003.13   | 0.13%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class B                     | CUSIP: 95000LBE2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    1938000 | PA      | $1908522.24   | 0.19%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                         | Mid-America Apartments LP                                                           | CUSIP: 59524NU75<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    2530000 | PA      | $2527744.51   | 0.25%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                   | Live Nation Entertainment, Inc.                                                     | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     555000 | PA      | $604950.00    | 0.06%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | Mexico Government Bond                                                              | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1083174 | PA      | $1097526.06   | 0.11%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                        | Snap, Inc.                                                                          | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1888000 | PA      | $1938505.83   | 0.19%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F050676<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -28000000 | PA      | $-27443767.12 | -2.66%            | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                  | IHS Holding Ltd.                                                                    | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |     750000 | PA      | $759223.31    | 0.07%             | 2031-11-29      | Fixed         | 8.25%                 | 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        |    1282082 | PA      | $1287762.00   | 0.13%             | 2031-02-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                              | Meritage Homes Corp.                                                                | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     371000 | PA      | $361066.48    | 0.04%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems, Inc.                                                       | Merit Medical Systems, Inc.                                                         | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     277000 | PA      | $346879.42    | 0.03%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    4000000 | PA      | $354208.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2012-127, Class BI                                                     | CUSIP: 3136A9C48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2314186 | PA      | $479670.78    | 0.05%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-4, Class BI                                                       | CUSIP: 38378P4B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4511734 | PA      | $858492.23    | 0.08%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                       | Hashemite Kingdom of Jordan                                                         | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     470000 | PA      | $483224.72    | 0.05%             | 2029-01-13      | 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      | $81439.42     | 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      | $5461.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                       | Nigeria Government Bond                                                             | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     500000 | PA      | $447775.85    | 0.04%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                        | Cloud Software Group, Inc., First Lien, Initial Dollar CME Term Loan, B             | CUSIP: 88632NBF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1658664 | PA      | $1662338.19   | 0.16%             | 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        |     591000 | PA      | $639788.66    | 0.06%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $56963.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                     | Brazil Government Bond                                                              | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1940000 | PA      | $1831507.23   | 0.18%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                          | Spirit AeroSystems, Inc.                                                            | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     608000 | PA      | $645854.69    | 0.06%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                     | Trinidad & Tobago Government Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TT        |     900000 | PA      | $890937.00    | 0.09%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   17126000 | PA      | $542655.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                             | Global Payments, Inc.                                                               | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     455000 | PA      | $408590.00    | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | 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      | $-6190.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                              | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                 | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     650100 | PA      | $649287.38    | 0.06%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    3338000 | PA      | $425653.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                          | South Africa Government Bond                                                        | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     500000 | PA      | $490088.62    | 0.05%             | 2032-04-20      | Fixed         | 5.88%                 | 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        |    2025000 | PA      | $2016952.85   | 0.20%             | 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        |    1155000 | PA      | $1225059.99   | 0.12%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     389000 | PA      | $3869.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Ultra Short Bond ETF                                                     | Franklin Ultra Short Bond ETF                                                       | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             |  | RF                | US        |     691880 | NS      | $17324675.20  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                          | Motorola Solutions, Inc.                                                            | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1255604.64   | 0.12%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4265, Class SD                                                        | CUSIP: 3137B5SA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12332382 | PA      | $815430.66    | 0.08%             | 2035-01-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                       | AvalonBay Communities, Inc.                                                         | CUSIP: 05348AUA3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             | CORP              | US        |    3310000 | PA      | $3305776.11   | 0.32%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                          | Argentina Government Bond                                                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1800000 | PA      | $1215393.32   | 0.12%             | 2035-07-09      | Fixed         | 4.12%                 | 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      | $-133844.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                | Nouryon Finance BV, First Lien, Term Loan, B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    1160000 | PA      | $1372263.45   | 0.13%             | 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        |    1236892 | PA      | $1242816.94   | 0.12%             | 2027-10-25      | Variable      | 6.83%                 | 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        |    2080000 | PA      | $2071503.82   | 0.20%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                         | Mid-America Apartments LP                                                           | CUSIP: 59524NU26<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    1790000 | PA      | $1789545.52   | 0.17%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13662300 | PA      | $42695.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                         | Outfront Media Capital LLC / Outfront Media Capital Corp.                           | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $471465.93    | 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        |    2927762 | PA      | $2916241.38   | 0.28%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                              | Honduras Government Bond                                                            | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     230000 | PA      | $230431.25    | 0.02%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                            | Costa Rica Government Bond                                                          | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1050000 | PA      | $1086876.00   | 0.11%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                  | CVS Health Corp.                                                                    | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1013232.04   | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                          | Argentina Government Bond                                                           | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1936000 | PA      | $1548800.00   | 0.15%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2018-HQA2, Class B2                                       | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |    2017000 | PA      | $2505368.55   | 0.24%             | 2048-10-25      | Floating      | 15.42%                | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                              | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan    | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     920000 | PA      | $914576.60    | 0.09%             | 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        |    1232000 | PA      | $988685.54    | 0.10%             | 2047-05-10      | Variable      | 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      | $18946.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                         | MKS, Inc.                                                                           | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     357000 | PA      | $353608.50    | 0.03%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-96459.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                     | Novelis Corp.                                                                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1135942.43   | 0.11%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                           | RR Donnelley & Sons Co.                                                             | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1631230.65   | 0.16%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                            | GSAA Home Equity Trust, Series 2006-8, Class 2A2                                    | CUSIP: 362348AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9105507 | PA      | $1921942.25   | 0.19%             | 2036-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                              | Bulgaria Government Bond                                                            | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     750000 | PA      | $733960.95    | 0.07%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                         | O'Reilly Automotive, Inc.                                                           | CUSIP: 67117GUJ0<br>LEI: 549300K2RLMQL149Q332 | Long             | STIV             | CORP              | US        |    3086000 | PA      | $3078819.80   | 0.30%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                          | Northern Oil & Gas, Inc.                                                            | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     243000 | PA      | $254238.75    | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2011-101, Class SA                                                     | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5595585 | PA      | $549398.64    | 0.05%             | 2041-10-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                            | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class E   | CUSIP: 46639YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3874809 | PA      | $168031.09    | 0.02%             | 2046-04-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I Ltd.                                                           | Jazz Investments I Ltd.                                                             | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     345000 | PA      | $367425.00    | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                                 | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1980000 | PA      | $1971244.24   | 0.19%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                      | KazMunayGas National Co. JSC                                                        | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1350000 | PA      | $1362379.72   | 0.13%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                    | Illumina, Inc.                                                                      | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     697000 | PA      | $698011.47    | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                     | Gartner, Inc.                                                                       | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2545286.31   | 0.25%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2024-32                                                                | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   28386423 | PA      | $1460382.11   | 0.14%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                        | Microchip Technology, Inc.                                                          | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     340000 | PA      | $335580.00    | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                              | Clear Channel Outdoor Holdings, Inc.                                                | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1735698.72   | 0.17%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-542.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                  | MPT Operating Partnership LP / MPT Finance Corp.                                    | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1377279.72   | 0.13%             | 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        |    1767267 | PA      | $218292.15    | 0.02%             | 2050-01-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                             | BANK5, Series 2024-5YR12, Class XA                                                  | CUSIP: 06644XBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8676507 | PA      | $176990.77    | 0.02%             | 2057-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H16                                                               | CUSIP: 38375UJ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18079433 | PA      | $1082994.20   | 0.11%             | 2067-08-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5225500 | PA      | $188769.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                      | Ecopetrol SA                                                                        | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     450000 | PA      | $464537.33    | 0.05%             | 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        |     501000 | PA      | $717181.50    | 0.07%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                             | Guatemala Government Bond                                                           | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1940000 | PA      | $2065644.10   | 0.20%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                           | Ukraine Government Bond                                                             | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     188540 | PA      | $89412.95     | 0.01%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                       | Crocs, Inc.                                                                         | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1528172.17   | 0.15%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bills                                                                 | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     600000 | PA      | $591181.87    | 0.06%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2683447.70   | 0.26%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M                   | CUSIP: 35563PLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1390660 | PA      | $1356776.22   | 0.13%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                        | Etsy, Inc.                                                                          | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     341000 | PA      | $293515.75    | 0.03%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                               | Kinetik Holdings LP                                                                 | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2734688.10   | 0.27%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                       | Halozyme Therapeutics, Inc.                                                         | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     446000 | PA      | $508886.00    | 0.05%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     395000 | PA      | $50369.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                                                    | Air France-KLM                                                                      | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1587649.26   | 0.15%             | 2028-05-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                             | Commercial Metals Co.                                                               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1416031.80   | 0.14%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEG Properties BV                                                                 | LEG Properties BV                                                                   | CUSIP: N/A<br>LEI: 529900AYYCXMYYCTIT93       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $361029.31    | 0.04%             | 2030-09-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   48909700 | PA      | $145080.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                   | Sinclair Television Group, Inc.                                                     | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1364966.64   | 0.13%             | 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        |     765000 | PA      | $743086.73    | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $6303078.25   | 0.61%             | 2055-07-25      | 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      | $-112307.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                       | Penske Truck Leasing Co. LP                                                         | CUSIP: 70962AUE4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    2437000 | PA      | $2432525.42   | 0.24%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   48909700 | PA      | $117698.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $204682.80    | 0.02%             | 2042-01-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     131000 | PA      | $10498.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                           | Romania Government Bond                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     760000 | PA      | $854942.10    | 0.08%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                | Venture Global Plaquemines LNG LLC                                                  | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     170000 | PA      | $182158.06    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  401622000 | PA      | $-1223943.63  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2012-146                                                               | CUSIP: 38378GNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2642516 | PA      | $558537.80    | 0.05%             | 2042-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                           | Bath & Body Works, Inc.                                                             | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3297307.35   | 0.32%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                            | Egypt Government Bond                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1078000 | PA      | $988671.33    | 0.10%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                              | Boston Properties LP                                                                | CUSIP: 10113BU89<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |    3593000 | PA      | $3589312.86   | 0.35%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                           | Burlington Stores, Inc.                                                             | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     187000 | PA      | $242071.50    | 0.02%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                               | Herc Holdings, Inc.                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2081175.77   | 0.20%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                          | South Africa Government Bond                                                        | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     600000 | PA      | $419141.82    | 0.04%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2013-CR7, Class D                                       | CUSIP: 12625FBA3<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |     139618 | PA      | $133433.35    | 0.01%             | 2046-03-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                         | Serbia Government Bond                                                              | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     990000 | PA      | $1024353.33   | 0.10%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                | Dominican Republic Government Bond                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     700000 | PA      | $694225.00    | 0.07%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | Mexico Government Bond                                                              | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     750000 | PA      | $577537.50    | 0.06%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                            | Egypt Government Bond                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1100000 | PA      | $978535.43    | 0.10%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class AS       | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     590000 | PA      | $586102.99    | 0.06%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                              | Conagra Brands, Inc.                                                                | CUSIP: 20600GU12<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |    4655000 | PA      | $4654394.85   | 0.45%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7539000 | PA      | $131221.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-3564.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2019-01, Class M10    | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |     408431 | PA      | $415312.64    | 0.04%             | 2049-10-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                       | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1185000 | PA      | $1254325.98   | 0.12%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                      | Avient Corp.                                                                        | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277742.58    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                           | Raizen Fuels Finance SA                                                             | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1030000 | PA      | $1023562.50   | 0.10%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                         | Uzbekistan Government Bond                                                          | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    1640000 | PA      | $1690668.52   | 0.16%             | 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        |     962575 | PA      | $963176.99    | 0.09%             | 2031-04-23      | Variable      | 8.33%                 | 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        |     493974 | PA      | $484779.21    | 0.05%             | 2056-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      37000 | PA      | $665.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                       | Allied Universal Holdco LLC                                                         | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1270382.13   | 0.12%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bobl                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -66 | NC      | $25755.02     | 0.00%             |  |  |  | No            |                  1 | 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        |    1054376 | PA      | $1054001.48   | 0.10%             | 2031-08-04      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2142.50     | -0.00%            |  |  |  | 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        |    1092203 | PA      | $1095375.49   | 0.11%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H24, Class JI                                                     | CUSIP: 38376RG26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7054157 | PA      | $384345.73    | 0.04%             | 2066-11-20      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2015-CR27, Class C                                      | CUSIP: 12635QBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     298000 | PA      | $278973.50    | 0.03%             | 2048-10-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                           | Cameroon Government Bond                                                            | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    1210000 | PA      | $1119036.16   | 0.11%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                 | CD Mortgage Trust, Series 2017-CD4, Class B                                         | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2660000 | PA      | $2524790.60   | 0.25%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                             | Indonesia Government Bond                                                           | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     765000 | PA      | $713848.36    | 0.07%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-H10, Class BI                                                     | CUSIP: 38376RAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11071140 | PA      | $498234.51    | 0.05%             | 2065-04-20      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                   | Live Nation Entertainment, Inc.                                                     | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     259000 | PA      | $398471.50    | 0.04%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class F        | CUSIP: 61762MBG5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     254000 | PA      | $22555.15     | 0.00%             | 2046-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-19681.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                           | Ukraine Government Bond                                                             | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     459055 | PA      | $232315.60    | 0.02%             | 2035-02-01      | Fixed         | 1.75%                 | 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        |   28797597 | PA      | $979178.76    | 0.10%             | 2055-02-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                           | El Salvador Government Bond                                                         | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     597000 | PA      | $623118.75    | 0.06%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                           | Ukraine Government Bond                                                             | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     497406 | PA      | $242702.09    | 0.02%             | 2036-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-97, Class QS                                                      | CUSIP: 38382GXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1989685 | PA      | $285721.14    | 0.03%             | 2050-07-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-H05, Class BI                                                     | CUSIP: 38380LAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34088644 | PA      | $1547692.59   | 0.15%             | 2068-02-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    3244600 | PA      | $120581.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-26, Class MI                                                      | CUSIP: 38380CH71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     717498 | PA      | $134054.86    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class D                | CUSIP: 46641JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1461000 | PA      | $1294446.00   | 0.13%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                                | United Rentals North America, Inc.                                                  | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     533000 | PA      | $508978.86    | 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        |   25442507 | PA      | $3138389.22   | 0.30%             | 2050-07-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                       | Kedrion SpA                                                                         | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    3020000 | PA      | $2900375.81   | 0.28%             | 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        |     942467 | PA      | $51645.86     | 0.01%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                         | Chobani LLC / Chobani Finance Corp., Inc.                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1142426.64   | 0.11%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                  | NRG Energy, Inc.                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2609850.93   | 0.25%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    4000000 | PA      | $359308.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18000000 | PA      | $14927096.34  | 1.45%             | 2055-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc.                                                                         | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     242000 | PA      | $216892.50    | 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        |   18001370 | PA      | $565669.65    | 0.05%             | 2067-02-20      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                           | American Airlines, Inc., First Lien, 2025 Incremental CME Term Loan                 | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115000 | PA      | $115891.25    | 0.01%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                   | CommScope, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1005000 | PA      | $1018713.23   | 0.10%             | 2029-12-18      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2                | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $193302.36    | 0.02%             | 2041-10-25      | Floating      | 10.31%                | 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        |     859000 | PA      | $854977.73    | 0.08%             | 2048-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1                | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     404441 | PA      | $419164.42    | 0.04%             | 2039-06-25      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5442.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-240.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5349, Class IB                                                        | CUSIP: 3137HANZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3944997 | PA      | $862107.75    | 0.08%             | 2046-12-15      | 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      | $-36795.77    | -0.00%            |  |  |  | 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        |     342504 | PA      | $343254.08    | 0.03%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                             | BANK5, Series 2024-5YR7, Class XA                                                   | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28642431 | PA      | $1327416.28   | 0.13%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11621.71    | -0.00%            |  |  |  | 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        |    1202302 | PA      | $1205037.02   | 0.12%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                | Panama Government Bond                                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1230000 | PA      | $1321109.09   | 0.13%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                             | Indonesia Government Bond                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $803147.01    | 0.08%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                 | Boise Cascade Co.                                                                   | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1226765.61   | 0.12%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                     | CCO Holdings LLC / CCO Holdings Capital Corp.                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3023000 | PA      | $2869286.19   | 0.28%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2               | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     239000 | PA      | $248495.90    | 0.02%             | 2040-02-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                         | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                  | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    4414162 | PA      | $369.91       | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     160000 | PA      | $75779.79     | 0.01%             |  |  |  | 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        |    1321667 | PA      | $1323464.20   | 0.13%             | 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        |    2022102 | PA      | $432144.09    | 0.04%             | 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        |    3282000 | PA      | $2853351.11   | 0.28%             | 2048-04-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-64, Class YI                                                      | CUSIP: 38379PE94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5348429 | PA      | $803878.48    | 0.08%             | 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        |     546000 | PA      | $506660.70    | 0.05%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                    | SK Hynix, Inc.                                                                      | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $1061400.00   | 0.10%             | 2030-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                     | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                       | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1505127.38   | 0.15%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                 | Eversource Energy                                                                   | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1257118.63   | 0.12%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10843500 | PA      | $1062721.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                   | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                            | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2853000 | PA      | $2782663.28   | 0.27%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                                 | Transnet SOC Ltd.                                                                   | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    1120000 | PA      | $1159930.70   | 0.11%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                               | Benin Government Bond                                                               | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     422000 | PA      | $453847.64    | 0.04%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4596.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                       | Terex Corp.                                                                         | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1163127.36   | 0.11%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                | Ares Capital Corp.                                                                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3122209.52   | 0.30%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                     | CQP Holdco LP, First Lien, Initial CME Term Loan                                    | CUSIP: 12657QAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2204311 | PA      | $2207154.21   | 0.21%             | 2030-12-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                         | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                            | CUSIP: F6456UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     501259 | PA      | $503033.90    | 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        |    1175699 | PA      | $241760.79    | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-132                                                               | CUSIP: 38379EW99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3750512 | PA      | $763610.23    | 0.07%             | 2044-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bell Canada Holdings, Inc.                                                        | Bell Canada Holdings, Inc.                                                          | CUSIP: 07787PU22<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |    2255000 | PA      | $2254444.14   | 0.22%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class D                     | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     536000 | PA      | $465246.82    | 0.05%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7394000 | PA      | $-148546.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class C                | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1184839 | PA      | $1084677.57   | 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        |    1245000 | PA      | $1263608.99   | 0.12%             | 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      | $-13728.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                       | Toll Brothers Finance Corp.                                                         | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1281656.47   | 0.12%             | 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        |   23490874 | PA      | $3791032.49   | 0.37%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                               | Citigroup Commercial Mortgage Trust, Series 2012-GC8, Class C                       | CUSIP: 17318UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1684516 | PA      | $1587538.78   | 0.15%             | 2045-09-10      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13662300 | PA      | $2395534.29   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8925000 | PA      | $17149.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                                                 | Haemonetics Corp.                                                                   | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |     192000 | PA      | $191473.29    | 0.02%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                         | Serbia Government Bond                                                              | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    2850000 | PA      | $2411331.22   | 0.23%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   25226900 | PA      | $3966832.36   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-40773.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-127, Class IC                                                     | CUSIP: 38380YYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1186748 | PA      | $237503.20    | 0.02%             | 2044-10-20      | 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      | $-7129.23     | -0.00%            |  |  |  | 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        |    1565532 | PA      | $1567167.83   | 0.15%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7450.35      | 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      | $-15071.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                           | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1                 | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2450000 | PA      | $2467816.89   | 0.24%             | 2030-04-25      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-13, Class AI                                                      | CUSIP: 38382CCP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8660514 | PA      | $1157200.57   | 0.11%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2015-CR22, Class B                                      | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $253066.73    | 0.02%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                            | Alternative Loan Trust, Series 2006-OA10, Class 1A1                                 | CUSIP: 02146QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1932123 | PA      | $1745735.63   | 0.17%             | 2046-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR REMIC Trust, Series 2020-DNA4, Class B2                                 | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-MBS          | CORP              | US        |     448000 | PA      | $594304.08    | 0.06%             | 2050-08-25      | Floating      | 14.42%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                 | Barclays Bank plc, Series MSFT                                                      | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     369000 | PA      | $402800.40    | 0.04%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2021-98, Class SK                                                      | CUSIP: 38382TD27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4972136 | PA      | $679502.06    | 0.07%             | 2051-06-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                   | Intercontinental Exchange, Inc.                                                     | CUSIP: 45856WU98<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |    1500000 | PA      | $1498242.41   | 0.15%             | 2025-07-09      | 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      | $-40777.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                           | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     650000 | PA      | $655369.04    | 0.06%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Debt Notes, Series 2015-HQA2, Class B                                   | CUSIP: 3137G0HM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6307632 | PA      | $6496294.19   | 0.63%             | 2028-05-25      | Floating      | 14.92%                | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                             | Jane Street Group / JSG Finance, Inc.                                               | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2422897.01   | 0.24%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20141000 | PA      | $-61687.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1B                 | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    4927529 | PA      | $5230491.48   | 0.51%             | 2028-08-25      | Floating      | 16.17%                | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                 | Gabonese Republic                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    1590000 | PA      | $1269498.47   | 0.12%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sherwin Williams Co. (The)                                                        | Sherwin Williams Co. (The)                                                          | CUSIP: 82434TUU2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2550000 | PA      | $2541218.31   | 0.25%             | 2025-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $980134.54    | 0.10%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                    | DoorDash, Inc.                                                                      | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     669000 | PA      | $726437.26    | 0.07%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                            | Freedom Mortgage Corp.                                                              | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2141699.50   | 0.21%             | 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        |    1240000 | PA      | $1240000.00   | 0.12%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                               | Post Holdings, Inc.                                                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     508000 | PA      | $581152.00    | 0.06%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                      | Hess Midstream Operations LP                                                        | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $540751.87    | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6367.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9202400 | PA      | $1231820.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                     | Pharmacia LLC                                                                       | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2870000 | PA      | $3082023.95   | 0.30%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class D         | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $244032.27    | 0.02%             | 2046-05-15      | Variable      | 3.93%                 | 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        |    1129944 | PA      | $1113500.19   | 0.11%             | 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        |    1004000 | PA      | $1184398.84   | 0.11%             | 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        |    1460627 | PA      | $1402044.77   | 0.14%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                                    | Repligen Corp.                                                                      | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |     230000 | PA      | $228965.00    | 0.02%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                | Barclays Commercial Mortgage Trust, Series 2019-C5, Class D                         | CUSIP: 05492JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     442000 | PA      | $361700.31    | 0.04%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                             | Haleon US Capital LLC                                                               | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1271977.84   | 0.12%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-2, Class M1                  | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29666 | PA      | $29533.07     | 0.00%             | 2056-08-25      | Variable      | 4.00%                 | 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        |    2330741 | PA      | $2335472.87   | 0.23%             | 2028-10-18      | Variable      | 6.31%                 | 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        |   24474773 | PA      | $665865.56    | 0.06%             | 2052-09-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                       | Beach Acquisition Bidco LLC                                                         | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1132526.35   | 0.11%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    3244600 | PA      | $132027.30    | 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      | $-1185.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2648000 | PA      | $76481.49     | 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      | $-128460.14   | -0.01%            |  |  |  | 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        |    1197989 | PA      | $1188255.26   | 0.12%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                            | Hercules Capital, Inc.                                                              | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     211000 | PA      | $204459.00    | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      37000 | PA      | $-435.26      | -0.00%            |  |  |  | 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        |    1820000 | PA      | $1870248.38   | 0.18%             | 2051-01-25      | Floating      | 8.06%                 | 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        |    6616726 | PA      | $5659249.26   | 0.55%             | 2046-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   45541000 | PA      | $1334680.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H27, Class EI                                                     | CUSIP: 38376RK47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9619218 | PA      | $380815.22    | 0.04%             | 2066-12-20      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6000 | PA      | $740.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                   | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                           | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2149000 | PA      | $2119347.88   | 0.21%             | 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        |    2100000 | PA      | $2180442.60   | 0.21%             | 2029-05-01      | Fixed         | 8.12%                 | 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      | $-20263.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-H22, Class AI                                                     | CUSIP: 38376RC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11575177 | PA      | $506969.62    | 0.05%             | 2066-10-20      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                          | RB Global Holdings, Inc.                                                            | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1694540.15   | 0.16%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                 | Boyd Gaming Corp.                                                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1246792.56   | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                         | RTX Corp.                                                                           | CUSIP: 78109FUF7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |    3020000 | PA      | $3014162.04   | 0.29%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                 | Standard Building Solutions, Inc.                                                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     775000 | PA      | $794595.10    | 0.08%             | 2032-08-15      | 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      | $26010.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1137.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                      | Rexford Industrial Realty LP                                                        | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     267000 | PA      | $261526.50    | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                         | Towd Point Mortgage Trust, Series 2019-2, Class A2                                  | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     256000 | PA      | $231492.35    | 0.02%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                                               | Trip.com Group Ltd.                                                                 | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | DBT              | CORP              | KY        |     617000 | PA      | $674494.29    | 0.07%             | 2027-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                   | Cemex SAB de CV                                                                     | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     270000 | PA      | $273105.00    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class D                | CUSIP: 46639NAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     965000 | PA      | $887438.13    | 0.09%             | 2045-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                      | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan     | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1272134 | PA      | $1272509.02   | 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        |    1230000 | PA      | $1255922.96   | 0.12%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                               | Kinder Morgan, Inc.                                                                 | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1630536.38   | 0.16%             | 2029-02-01      | 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      | $-17162.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     922000 | PA      | $-103476.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6695700 | PA      | $225778.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-44839.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2019-34, Class SL                                                      | CUSIP: 3136B47K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9956667 | PA      | $1150292.78   | 0.11%             | 2049-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                 | Uzbekneftegaz JSC                                                                   | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     300000 | PA      | $309248.60    | 0.03%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                               | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1251831.13   | 0.12%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2016-C02, Class 1B                 | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    5843674 | PA      | $6263251.12   | 0.61%             | 2028-09-25      | Floating      | 16.67%                | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                     | Smyrna Ready Mix Concrete LLC                                                       | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2727989.76   | 0.26%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   17126000 | PA      | $492243.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp.                                                                        | News Corp.                                                                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     880000 | PA      | $842617.95    | 0.08%             | 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        |   18444821 | PA      | $550227.47    | 0.05%             | 2067-04-20      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                             | Petronas Capital Ltd.                                                               | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1980000 | PA      | $1726517.65   | 0.17%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2019-125, Class SG                                                     | CUSIP: 38382AQY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6937890 | PA      | $830998.27    | 0.08%             | 2049-10-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                    | Teva Pharmaceutical Finance Netherlands III BV                                      | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1873000 | PA      | $2123251.53   | 0.21%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                          | South Africa Government Bond                                                        | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $199364.97    | 0.02%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp., Series L                                                     | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1270150.18   | 0.12%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                 | Duke Energy Corp.                                                                   | CUSIP: 26244HUN1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    3322000 | PA      | $3312721.32   | 0.32%             | 2025-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                               | Viking Cruises Ltd.                                                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     995000 | PA      | $1072237.87   | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-104, Class MI                                                     | CUSIP: 38380FA22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6545994 | PA      | $1476946.42   | 0.14%             | 2047-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     190000 | PA      | $10955.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                               | Newell Brands, Inc.                                                                 | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     430000 | PA      | $452665.73    | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     211000 | PA      | $19559.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2018-38, Class SA                                                      | CUSIP: 3136B1S47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19051576 | PA      | $2365565.60   | 0.23%             | 2048-06-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                          | Accor SA                                                                            | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |    1005100 | PA      | $654027.54    | 0.06%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2506173.83   | 0.24%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                             | Core Scientific, Inc.                                                               | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     184000 | PA      | $200790.00    | 0.02%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2685.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class B                | CUSIP: 46643PBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     858000 | PA      | $800850.34    | 0.08%             | 2047-11-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                               | Viking Cruises Ltd.                                                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     290000 | PA      | $312511.54    | 0.03%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                         | Ivory Coast Government Bond                                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    2762000 | PA      | $2515641.84   | 0.24%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |  263600000 | PA      | $1713579.96   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17838.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                                          | Tyler Technologies, Inc.                                                            | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     363000 | PA      | $447942.00    | 0.04%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                 | Chile Government Bond                                                               | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     400000 | PA      | $413040.00    | 0.04%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2024-V11, Class XA                                 | CUSIP: 081921BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14684000 | PA      | $333351.76    | 0.03%             | 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        |    1436000 | PA      | $1619914.26   | 0.16%             | 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        |     205000 | PA      | $209815.66    | 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        |    1250000 | PA      | $1288112.50   | 0.13%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                        | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1243701.98   | 0.12%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                                | Braskem Idesa SAPI                                                                  | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |     800000 | PA      | $589720.00    | 0.06%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                     | Brazil Government Bond                                                              | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1080000 | PA      | $1073407.67   | 0.10%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5225500 | PA      | $247974.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                         | UDR, Inc.                                                                           | CUSIP: 90352PUP2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | STIV             | CORP              | US        |    5020000 | PA      | $5005191.00   | 0.49%             | 2025-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                          | Stonex Escrow Issuer LLC                                                            | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $540811.93    | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                   | Madison IAQ LLC, First Lien, Initial CME Term Loan                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    1337628 | PA      | $1340136.15   | 0.13%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Serbia Government Bond                                                            | Serbia Government Bond                                                              | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     700000 | PA      | $737996.98    | 0.07%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                      | Arcosa, Inc.                                                                        | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     320000 | PA      | $332302.40    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                          | Celanese US Holdings LLC                                                            | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39864.74     | 0.00%             | 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        |    1360000 | PA      | $1369234.40   | 0.13%             | 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      | $9740.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1B                 | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     145815 | PA      | $157876.15    | 0.02%             | 2029-01-25      | Floating      | 14.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5334000 | PA      | $-1045020.49  | -0.10%            |  |  |  | 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      | $-3493.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                            | XHR LP                                                                              | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1004815.25   | 0.10%             | 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        |    1935000 | PA      | $2038257.41   | 0.20%             | 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        |    1200000 | PA      | $1257501.82   | 0.12%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                 | Ghana Government Bond                                                               | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     240440 | PA      | $225995.93    | 0.02%             | 2029-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                    | Alimentation Couche-Tard, Inc.                                                      | CUSIP: 01626UUJ2<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |    2968000 | PA      | $2961042.41   | 0.29%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                  | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1285718.00   | 0.12%             | 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        |     207000 | PA      | $323127.00    | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                        | AT&T, Inc.                                                                          | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2988141.12   | 0.29%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                            | Paraguay Government Bond                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     500000 | PA      | $497800.00    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                                 | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $966719.50    | 0.09%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2016-UB11, Class C                           | CUSIP: 61767FBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1611000 | PA      | $1559823.36   | 0.15%             | 2049-08-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4683.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                          | South Africa Government Bond                                                        | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     550000 | PA      | $414659.92    | 0.04%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Multi-family Connecticut Avenue Securities Trust, Series 2020-01, Class M10    | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |     523139 | PA      | $532212.63    | 0.05%             | 2050-03-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp.                                                           | Progress Software Corp.                                                             | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     245000 | PA      | $284567.50    | 0.03%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                           | GA Global Funding Trust                                                             | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1337853.00   | 0.13%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                         | Ivory Coast Government Bond                                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1070000 | PA      | $1131563.45   | 0.11%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                         | FMC Corp.                                                                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     670000 | PA      | $687335.41    | 0.07%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                           | Saudi Arabia Government Bond                                                        | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1500000 | PA      | $1237593.00   | 0.12%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                 | Chile Government Bond                                                               | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2150000 | PA      | $1866436.50   | 0.18%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                        | Builders FirstSource, Inc.                                                          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     345000 | PA      | $355648.46    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | 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        |    1007462 | PA      | $1011240.30   | 0.10%             | 2031-06-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                                      | International Consolidated Airlines Group SA                                        | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $620862.35    | 0.06%             | 2028-05-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bills                                                                 | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6900000 | PA      | $6824767.37   | 0.66%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1               | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1645000 | PA      | $1752524.27   | 0.17%             | 2040-02-25      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                           | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     270000 | PA      | $329799.91    | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2019-DNA2, Class B2                                       | CUSIP: 35564LBE6<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | CORP              | US        |     242000 | PA      | $289499.18    | 0.03%             | 2049-03-25      | Floating      | 14.92%                | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                 | Chile Government Bond                                                               | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     960000 | PA      | $975120.00    | 0.09%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                          | Agree LP                                                                            | CUSIP: 00852WU14<br>LEI: 549300DXY3G299V1BO77 | Long             | STIV             | CORP              | US        |    5423000 | PA      | $5422281.45   | 0.53%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   17000000 | PA      | $623514.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                      | Dexcom, Inc.                                                                        | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     392000 | PA      | $369656.00    | 0.04%             | 2028-05-15      | 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      | $24615.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6440900 | PA      | $644648.23    | 0.06%             |  |  |  | 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        |     589380 | PA      | $592330.32    | 0.06%             | 2029-10-22      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp.                                                                  | Glatfelter Corp., First Lien, CME Term Loan                                         | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     557200 | PA      | $548145.50    | 0.05%             | 2031-11-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2817.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-126, Class PI                                                     | CUSIP: 38380BAR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5290231 | PA      | $1136047.54   | 0.11%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2987421.95   | 0.29%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                          | COLT Mortgage Loan Trust, Series 2020-2, Class A3                                   | CUSIP: 19688JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410000 | PA      | $400886.68    | 0.04%             | 2065-03-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $58.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-55104.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | Mexico Government Bond                                                              | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     430000 | PA      | $395643.00    | 0.04%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Uruguay Government Bond                                                             | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1000000 | PA      | $1189140.00   | 0.12%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5618.67      | 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      | $8861.26      | 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        |     711032 | PA      | $688275.58    | 0.07%             | 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        |    1830456 | PA      | $385796.24    | 0.04%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2019-FTR1, Class B2                                       | CUSIP: 35564PAC2<br>LEI: 549300MHCI0CUXMJQS62 | Long             | ABS-MBS          | CORP              | US        |    1340000 | PA      | $1596619.11   | 0.16%             | 2048-01-25      | Floating      | 12.77%                | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 405, Class 2                                                           | CUSIP: 3136FGS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32224 | PA      | $5571.56      | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                      | GS Mortgage Securities Trust, Series 2015-GC30, Class AS                            | CUSIP: 36250GAT2<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |      78853 | PA      | $77320.80     | 0.01%             | 2050-05-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                     | Alnylam Pharmaceuticals, Inc.                                                       | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     435000 | PA      | $566152.50    | 0.05%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2015-69                                                                | CUSIP: 3136AP4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6651744 | PA      | $1387033.55   | 0.13%             | 2045-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                    | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28554659 | PA      | $1042636.26   | 0.10%             | 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        |    1374945 | PA      | $1334789.72   | 0.13%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2010-20, Class BI                                                      | CUSIP: 38376VGU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5808146 | PA      | $1022966.66   | 0.10%             | 2040-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-52, Class KI                                                      | CUSIP: 38379LWF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2878411 | PA      | $127599.11    | 0.01%             | 2040-11-20      | 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      | $-16084.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      24000 | PA      | $1761.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                               | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA6, Class 2A1     | CUSIP: 32052MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3960892 | PA      | $2743904.96   | 0.27%             | 2036-11-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   33139500 | PA      | $752315.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                         | Weekley Homes LLC / Weekley Finance Corp.                                           | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1109769.38   | 0.11%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                     | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1283303 | PA      | $1269656.99   | 0.12%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                                     | Parsons Corp.                                                                       | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     220000 | PA      | $234960.00    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                                 | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $144983.18    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                          | Bear Stearns ALT-A Trust, Series 2005-8, Class 21A1                                 | CUSIP: 07386HWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33459 | PA      | $27874.75     | 0.00%             | 2035-10-25      | Variable      | 5.33%                 | 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        |     818812 | PA      | $815504.50    | 0.08%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                          | Venture Global LNG, Inc.                                                            | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2712705.27   | 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        |    1110000 | PA      | $1130524.72   | 0.11%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   36924000 | PA      | $133304.58    | 0.01%             |  |  |  | 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        |    1328188 | PA      | $1328685.57   | 0.13%             | 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        |    2304171 | PA      | $526954.74    | 0.05%             | 2050-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   17618000 | PA      | $20499.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                | Panama Government Bond                                                              | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     700000 | PA      | $400770.27    | 0.04%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                       | Aker BP ASA                                                                         | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1225000 | PA      | $1258918.11   | 0.12%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                       | Jordan Government Bond                                                              | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     700000 | PA      | $675099.42    | 0.07%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                  | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2514997.87   | 0.24%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2246000 | PA      | $-67995.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                                        | Sarepta Therapeutics, Inc.                                                          | CUSIP: 803607AD2<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |     103000 | PA      | $74417.50     | 0.01%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                              | Colombia Government Bond                                                            | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     950000 | PA      | $782436.44    | 0.08%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2024-BNK48, Class XA                                                   | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26321535 | PA      | $2190441.30   | 0.21%             | 2057-10-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                        | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class C                 | CUSIP: 46591ABG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1046000 | PA      | $942184.81    | 0.09%             | 2051-06-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $180995.04    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                        | Prime Security Services Borrower LLC / Prime Finance, Inc.                          | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1238045.51   | 0.12%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                             | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                            | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $290310.66    | 0.03%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                           | Ukraine Government Bond                                                             | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     226247 | PA      | $105506.96    | 0.01%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                    | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    2548111 | PA      | $1439733.68   | 0.14%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5271000 | PA      | $-169433.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22000000 | PA      | $22358139.98  | 2.17%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevy Chase Funding LLC Mortgage-Backed Certificates                              | Chevy Chase Funding LLC, Series 2006-4A, Class A2                                   | CUSIP: 16678XAB0<br>LEI: 5493000OPBL8EFF3O717 | Long             | ABS-MBS          | CORP              | US        |    1573419 | PA      | $1397200.71   | 0.14%             | 2047-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                            | Montenegro Government Bond                                                          | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     950000 | PA      | $1109827.15   | 0.11%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     396000 | PA      | $12549.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSI Systems, Inc.                                                                 | OSI Systems, Inc.                                                                   | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     253000 | PA      | $343827.00    | 0.03%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                               | Herc Holdings, Inc.                                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     205000 | PA      | $214221.38    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   11855700 | PA      | $285521.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-36307.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-497.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      87000 | PA      | $11094.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                | VICI Properties LP                                                                  | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2535846.54   | 0.25%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                  | CMS Energy Corp.                                                                    | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     406000 | PA      | $432593.00    | 0.04%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                       | RHP Hotel Properties LP / RHP Finance Corp.                                         | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $416895.26    | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                       | Carvana Co.                                                                         | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1103727.53   | 0.11%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                              | Pertamina Persero PT                                                                | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |     890000 | PA      | $878859.75    | 0.09%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C12, Class D        | CUSIP: 61762XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     258000 | PA      | $240556.05    | 0.02%             | 2046-10-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2023-49, Class IB                                                      | CUSIP: 3136BQKK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14350086 | PA      | $2251463.88   | 0.22%             | 2047-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                               | Benin Government Bond                                                               | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     400000 | PA      | $403475.56    | 0.04%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2012-CR4, Class AM                                      | CUSIP: 12624QAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1667000 | PA      | $1508035.21   | 0.15%             | 2045-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                           | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     950000 | PA      | $968182.05    | 0.09%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                       | AvalonBay Communities, Inc.                                                         | CUSIP: 05348AU88<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             | CORP              | US        |    4087000 | PA      | $4082832.89   | 0.40%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                         | ATI, Inc.                                                                           | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2347773.23   | 0.23%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7741000 | PA      | $-61776.86    | -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      | $-10180.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class C        | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     661187 | PA      | $641199.18    | 0.06%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D                | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $129089.07    | 0.01%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     775000 | PA      | $54860.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                           | Eskom Holdings SOC Ltd.                                                             | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |     240000 | PA      | $234219.39    | 0.02%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                                     | Datadog, Inc.                                                                       | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     646000 | PA      | $620483.00    | 0.06%             | 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        |     815000 | PA      | $841447.57    | 0.08%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2019-FTR3, Class B2                                       | CUSIP: 35565EAE2<br>LEI: 5493009ZFZYH4FRCW638 | Long             | ABS-MBS          | CORP              | US        |     468000 | PA      | $511592.80    | 0.05%             | 2047-09-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                           | Ukraine Government Bond                                                             | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      71644 | PA      | $34274.54     | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                                | WestJet Loyalty LP, First Lien, Initial CME Term Loan                               | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1069200 | PA      | $1070670.13   | 0.10%             | 2031-02-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1667000 | PA      | $-5420.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                               | Ecuador Government Bond                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     169828 | PA      | $147962.65    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -17000000 | PA      | $-16263149.45 | -1.58%            | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2012-140, Class IC                                                     | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12130352 | PA      | $1996082.16   | 0.19%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                      | GS Mortgage Securities Trust, Series 2014-GC24, Class B                             | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2418000 | PA      | $2276793.88   | 0.22%             | 2047-09-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | UBS AG                                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     585000 | PA      | $631224.66    | 0.06%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                | Barclays Commercial Mortgage Trust, Series 2019-C5, Class F                         | CUSIP: 05492JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     648000 | PA      | $377000.37    | 0.04%             | 2052-11-15      | Variable      | 2.70%                 | 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        |     238947 | PA      | $229619.50    | 0.02%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                                | Angola Government Bond                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     500000 | PA      | $454714.40    | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                        | Encore Capital Group, Inc.                                                          | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1463939.04   | 0.14%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                          | Guidewire Software, Inc.                                                            | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     628000 | PA      | $741982.00    | 0.07%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                                             | Bentley Systems, Inc.                                                               | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |     290000 | PA      | $274195.00    | 0.03%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32000000 | PA      | $32051993.28  | 3.11%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $68436.55     | 0.01%             |  |  |  | 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        |      63885 | PA      | $63385.46     | 0.01%             | 2045-10-25      | Floating      | 5.41%                 | 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        |    1107132 | PA      | $1112656.37   | 0.11%             | 2028-10-23      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1045000 | PA      | $133255.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6055000 | PA      | $6188209.39   | 0.60%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                         | QIAGEN NV                                                                           | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $195243.52    | 0.02%             | 2027-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-H02, Class EI                                                     | CUSIP: 38375U6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4961259 | PA      | $218672.45    | 0.02%             | 2068-01-20      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1273000 | PA      | $-16953.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                | Dominican Republic Government Bond                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1490000 | PA      | $1516075.00   | 0.15%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                              | Otis Worldwide Corp.                                                                | CUSIP: 68902WU11<br>LEI: 549300ZLBKR8VSU25153 | Long             | STIV             | CORP              | US        |    2650000 | PA      | $2649664.51   | 0.26%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-164, Class AS                                                     | CUSIP: 38381BDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17413058 | PA      | $2226285.61   | 0.22%             | 2048-12-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     873000 | PA      | $-3870.30     | -0.00%            |  |  |  | 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        |    1308433 | PA      | $1273406.45   | 0.12%             | 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        |   10376379 | PA      | $2888381.35   | 0.28%             | 2035-05-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2016-17, Class IA                                                      | CUSIP: 38379T5K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6002014 | PA      | $1149208.11   | 0.11%             | 2045-03-20      | Fixed         | 4.50%                 | 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        |    1328188 | PA      | $1329024.26   | 0.13%             | 2031-02-06      | Variable      | 6.58%                 | 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        |    2707579 | PA      | $2614147.67   | 0.25%             | 2048-02-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                         | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class B                | CUSIP: 06054ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     621000 | PA      | $600014.42    | 0.06%             | 2048-09-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                      | KazMunayGas National Co. JSC                                                        | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |     980000 | PA      | $907690.17    | 0.09%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                               | Constellation Energy Generation LLC                                                 | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1257540.65   | 0.12%             | 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        |    1650000 | PA      | $1696712.85   | 0.16%             | 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        |    1130000 | PA      | $1166790.54   | 0.11%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-175646.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                                | Morocco Government Bond                                                             | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     474000 | PA      | $401845.42    | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                | Nationstar Mortgage Holdings, Inc.                                                  | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3018684.24   | 0.29%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                         | Turkiye Government Bond                                                             | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     700000 | PA      | $718209.66    | 0.07%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5011, Class SA                                                        | CUSIP: 3137FVT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2890393 | PA      | $395862.77    | 0.04%             | 2050-09-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $31689.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Putnam Funds Trust                                                                | Putnam Short Term Investment Fund, Class P                                          | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |  113124542 | NS      | $113124542.06 | 10.98%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                              | Colombia Government Bond                                                            | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1710000 | PA      | $1704556.22   | 0.17%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     483000 | PA      | $32098.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2019-C53, Class D                     | CUSIP: 95002BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395000 | PA      | $310701.35    | 0.03%             | 2052-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H11, Class DI                                                     | CUSIP: 38376R4R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10753115 | PA      | $533601.81    | 0.05%             | 2067-05-20      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR REMIC Trust, Series 2020-DNA5, Class B2                                 | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | CORP              | US        |     256000 | PA      | $356764.21    | 0.03%             | 2050-10-25      | Floating      | 15.81%                | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                         | Mid-America Apartments LP                                                           | CUSIP: 59524NUB6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    2835000 | PA      | $2831017.68   | 0.27%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                      | Marriott International, Inc.                                                        | CUSIP: 57163TUM9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2820000 | PA      | $2812229.49   | 0.27%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                         | Seagate Data Storage Technology Pte. Ltd.                                           | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     830000 | PA      | $844466.07    | 0.08%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR REMIC Trust, Series 2020-HQA3, Class B2                                 | CUSIP: 35565MBE3<br>LEI: 5493000ITAM9GTFUKP51 | Long             | ABS-MBS          | CORP              | US        |    3318000 | PA      | $4389097.85   | 0.43%             | 2050-07-25      | Floating      | 14.42%                | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                                       | Fluor Corp.                                                                         | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     218000 | PA      | $286288.50    | 0.03%             | 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        |     365385 | PA      | $364592.06    | 0.04%             | 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        |    1280000 | PA      | $1446944.00   | 0.14%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                      | DaVita, Inc.                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     135000 | PA      | $139484.98    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8718.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                 | Lenovo Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |     234000 | PA      | $291739.50    | 0.03%             | 2029-08-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Debt Notes, Series 2016-DNA1, Class B                                   | CUSIP: 3137G0HZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2076265 | PA      | $2171000.63   | 0.21%             | 2028-07-25      | Floating      | 14.42%                | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                              | Bulgaria Government Bond                                                            | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     405000 | PA      | $495096.98    | 0.05%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                     | Citigroup Mortgage Loan Trust, Series 2022-A, Class A1                              | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159409 | PA      | $159356.90    | 0.02%             | 2062-09-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                             | Clydesdale Acquisition Holdings, Inc.                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1150121.12   | 0.11%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                         | ATI, Inc.                                                                           | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     455000 | PA      | $477178.07    | 0.05%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                     | Brazil Government Bond                                                              | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1030000 | PA      | $1176517.26   | 0.11%             | 2034-01-20      | Fixed         | 8.25%                 | 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        |     102690 | PA      | $96412.71     | 0.01%             | 2037-02-26      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                | Venture Global Plaquemines LNG LLC                                                  | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     170000 | PA      | $184159.64    | 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        |     775000 | PA      | $52449.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     190000 | PA      | $-1207.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                             | Axon Enterprise, Inc.                                                               | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     113000 | PA      | $410331.25    | 0.04%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                | A&D Mortgage Trust, Series 2023-NQM4, Class A1                                      | CUSIP: 00002MAA7<br>LEI: 9845002EOD0CFAFA4F48 | Long             | ABS-MBS          | CORP              | US        |    2202120 | PA      | $2239831.71   | 0.22%             | 2068-09-25      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2019-6, Class SM                                                       | CUSIP: 38381BW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10668868 | PA      | $1160796.34   | 0.11%             | 2049-01-20      | Floating      | 1.62%                 | 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      | $-120519.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                                              | Exact Sciences Corp.                                                                | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     387000 | PA      | $355959.64    | 0.03%             | 2031-04-15      | Fixed         | 1.75%                 | 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      | $3283.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                             | NextEra Energy Capital Holdings, Inc.                                               | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     410000 | PA      | $467195.00    | 0.05%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                   | Virginia Electric and Power Co., Series A                                           | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2564636.82   | 0.25%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                     | Magnera Corp.                                                                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     640000 | PA      | $566169.86    | 0.05%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                    | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     815000 | PA      | $774793.85    | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                   | FirstCash, Inc.                                                                     | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2904028.53   | 0.28%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      64608 | PA      | $67625.73     | 0.01%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                            | Alternative Loan Trust, Series 2005-65CB, Class 2A1                                 | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     281936 | PA      | $175796.09    | 0.02%             | 2035-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                                  | Ambipar Lux SARL                                                                    | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     790000 | PA      | $748577.50    | 0.07%             | 2033-02-05      | Fixed         | 10.88%                | 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        |       -172 | NC      | $-332193.40   | -0.03%            |  |  |  | No            |                  1 | 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        |     399000 | PA      | $408668.57    | 0.04%             | 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        |    1750000 | PA      | $1765474.15   | 0.17%             | 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        |     764331 | PA      | $765924.47    | 0.07%             | 2028-09-29      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   21121500 | PA      | $460720.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                      | Mattel, Inc.                                                                        | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1486758.14   | 0.14%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1364.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                        | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1205000 | PA      | $1252737.12   | 0.12%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2010-35, Class SG                                                      | CUSIP: 31398PJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2855302 | PA      | $322372.43    | 0.03%             | 2040-04-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      85000 | PA      | $78837.23     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    7681200 | PA      | $463913.95    | 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      | $-24728.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                             | Petroleos del Peru SA                                                               | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |     350000 | PA      | $271743.30    | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                         | FMC Corp.                                                                           | CUSIP: 34410WU18<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |    3130000 | PA      | $3129555.23   | 0.30%             | 2025-07-01      | Fixed         | 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        |    2423170 | PA      | $2408849.01   | 0.23%             | 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        |   19142295 | PA      | $617733.35    | 0.06%             | 2067-03-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                             | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2488243.37   | 0.24%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                                     | Nutanix, Inc.                                                                       | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     512000 | PA      | $581475.70    | 0.06%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Energo-Pro A/S                                                                    | Energo-Pro A/S                                                                      | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |    1000000 | PA      | $1072860.41   | 0.10%             | 2028-11-02      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DraftKings Holdings, Inc.                                                         | DraftKings Holdings, Inc.                                                           | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |     336000 | PA      | $302232.00    | 0.03%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                      | JD.com, Inc.                                                                        | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     551000 | PA      | $576070.50    | 0.06%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2016-3, Class NI                                                       | CUSIP: 3136ARFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5022665 | PA      | $749541.38    | 0.07%             | 2046-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                | Panama Government Bond                                                              | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1490000 | PA      | $1589144.60   | 0.15%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-145291.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                      | DaVita, Inc.                                                                        | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     960000 | PA      | $995332.80    | 0.10%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                           | Digital Realty Trust LP                                                             | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     533000 | PA      | $561728.70    | 0.05%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13495.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                       | Nigeria Government Bond                                                             | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     990000 | PA      | $984324.69    | 0.10%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                    | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3838289 | PA      | $192588.82    | 0.02%             | 2052-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                          | Nexi SpA                                                                            | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $428165.59    | 0.04%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                  | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                    | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     765573 | PA      | $777745.37    | 0.08%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-9898.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                  | Comision Federal de Electricidad                                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $510629.22    | 0.05%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                  | ArcelorMittal SA                                                                    | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1035000 | PA      | $1147504.21   | 0.11%             | 2039-10-15      | Fixed         | 7.00%                 | 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        |    1485000 | PA      | $1478508.62   | 0.14%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                    | TGNR Intermediate Holdings LLC                                                      | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1225795.47   | 0.12%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4839, Class WS                                                        | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1587317 | PA      | $230669.90    | 0.02%             | 2056-08-15      | Floating      | 1.68%                 | 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        |    1154215 | PA      | $1154261.64   | 0.11%             | 2029-01-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                         | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1257197.10   | 0.12%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H12, Class QI                                                     | CUSIP: 38376R2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16876091 | PA      | $621917.72    | 0.06%             | 2067-05-20      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                 | OneSky Flight LLC                                                                   | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1130685.01   | 0.11%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                       | Philippines Government Bond                                                         | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1580000 | PA      | $1638881.92   | 0.16%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                        | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     642000 | PA      | $660300.21    | 0.06%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-4, Class SG                                                       | CUSIP: 38378P2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7726237 | PA      | $750794.02    | 0.07%             | 2044-01-20      | Floating      | 1.67%                 | 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        |   44279399 | PA      | $2582595.96   | 0.25%             | 2057-09-15      | Variable      | 1.82%                 | 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      | $-2937.03     | -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      | $-4797.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                               | Station Casinos LLC                                                                 | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1546641.69   | 0.15%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                              | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    1290333 | PA      | $1291514.01   | 0.13%             | 2029-03-19      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                                 | Flash Charm, Inc., First Lien, CME Term Loan, B2                                    | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1168182 | PA      | $1098698.10   | 0.11%             | 2028-03-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                | Seagate HDD Cayman                                                                  | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     425000 | PA      | $765159.38    | 0.07%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                  | Peru Government Bond                                                                | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1400000 | PA      | $1257410.00   | 0.12%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  518873500 | PA      | $4078937.81   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-7305.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                                            | CyberArk Software Ltd.                                                              | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |     300000 | PA      | $309000.00    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2024-C26, Class XA                                     | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12441714 | PA      | $914443.61    | 0.09%             | 2057-05-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                       | Philippines Government Bond                                                         | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     924000 | PA      | $756596.72    | 0.07%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                            | Cogent Communications Group LLC / Cogent Finance, Inc.                              | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1301466.41   | 0.13%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                             | WEC US Holdings, Inc., First Lien, Initial CME Term Loan                            | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    1339875 | PA      | $1341717.33   | 0.13%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                   | MakeMyTrip Ltd.                                                                     | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     580000 | PA      | $619582.52    | 0.06%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                      | GS Mortgage Securities Trust, Series 2014-GC24, Class D                             | CUSIP: 36253GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1280000 | PA      | $815987.97    | 0.08%             | 2047-09-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3966.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                             | Coinbase Global, Inc.                                                               | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     375000 | PA      | $491437.50    | 0.05%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2015-DC1, Class AM                                      | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     789404 | PA      | $777523.83    | 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        |    3569701 | PA      | $1990983.49   | 0.19%             | 2037-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Romania                                                                           | Romanian Government Bond                                                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1550000 | PA      | $1327824.35   | 0.13%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                   | Snowflake, Inc.                                                                     | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     589000 | PA      | $896458.00    | 0.09%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                             | Spectrum Brands, Inc.                                                               | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     250000 | PA      | $227875.00    | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     588000 | PA      | $57101.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                             | STMicroelectronics NV, Series B                                                     | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $397795.93    | 0.04%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                         | Duke Energy Carolinas LLC, Series A                                                 | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1251701.47   | 0.12%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-2631.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10455.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2019-96, Class SY                                                      | CUSIP: 38381XK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1136586 | PA      | $141524.13    | 0.01%             | 2049-08-20      | Floating      | 1.67%                 | 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        |    1314029 | PA      | $1315875.06   | 0.13%             | 2028-11-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                            | Verisure Midholding AB                                                              | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |    3240000 | PA      | $3840483.05   | 0.37%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2010-20, Class SC                                                      | CUSIP: 38376VFR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2397883 | PA      | $270177.68    | 0.03%             | 2040-02-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 374, Class 6                                                           | CUSIP: 3136FCZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     389786 | PA      | $63889.33     | 0.01%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-19277.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2014-CR16, Class C                                      | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389000 | PA      | $367409.45    | 0.04%             | 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        |    1058000 | PA      | $1086821.70   | 0.11%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                            | Cleveland-Cliffs, Inc.                                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     573000 | PA      | $540861.17    | 0.05%             | 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        |     140000 | PA      | $136071.77    | 0.01%             | 2058-09-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                | Bahrain Government Bond                                                             | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1022000 | PA      | $1064221.04   | 0.10%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 311, Class S1                                                         | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5621753 | PA      | $609240.53    | 0.06%             | 2043-08-15      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   17000000 | PA      | $239194.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                                                | Angola Government Bond                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1090000 | PA      | $964049.04    | 0.09%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 1B                 | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    7655913 | PA      | $8237823.65   | 0.80%             | 2028-10-25      | Floating      | 16.17%                | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                    | Aircastle Ltd.                                                                      | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1365000 | PA      | $1364936.34   | 0.13%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                        | Aviation Capital Group LLC                                                          | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1268524.06   | 0.12%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  112340000 | PA      | $-344770.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5140.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                           | Uber Technologies, Inc.                                                             | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     264000 | PA      | $281028.00    | 0.03%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd.                                                          | Transocean Poseidon Ltd.                                                            | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     643125 | PA      | $644599.69    | 0.06%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4020, Class IA                                                        | CUSIP: 3137AMKS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     240464 | PA      | $3078.32      | 0.00%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class D                    | CUSIP: 94988XAC0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    3277827 | PA      | $396830.17    | 0.04%             | 2050-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                             | Ashtead Capital, Inc.                                                               | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1275937.28   | 0.12%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                    | Carnival Corp.                                                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     545000 | PA      | $554572.93    | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                            | Antero Resources Corp.                                                              | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1435014.90   | 0.14%             | 2030-03-01      | Fixed         | 5.38%                 | 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      | $-19273.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                | Dominican Republic Government Bond                                                  | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     750000 | PA      | $763650.00    | 0.07%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1978.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1805000 | PA      | $1806091.68   | 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        |    3475000 | PA      | $3595653.49   | 0.35%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                        | Vmed O2 UK Financing I plc                                                          | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    1490000 | PA      | $1674869.54   | 0.16%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     188000 | PA      | $13795.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      81000 | PA      | $-36473.08    | -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      | $-48988.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                  | Bombardier, Inc.                                                                    | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2755000 | PA      | $2872459.43   | 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        |    1906971 | PA      | $1915313.86   | 0.19%             | 2030-03-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        | -395350000 | PA      | $-1242436.14  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                             | Indonesia Government Bond                                                           | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     900000 | PA      | $903540.38    | 0.09%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-2497.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-257339.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2012-151, Class IN                                                     | CUSIP: 3136AA5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4501077 | PA      | $951063.60    | 0.09%             | 2043-01-25      | 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      | $-3806.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                          | Spirit AeroSystems, Inc.                                                            | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     672000 | PA      | $741955.87    | 0.07%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     968000 | PA      | $960064.63    | 0.09%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                               | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2219538.88   | 0.22%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-50407.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   87360000 | PA      | $-72825.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                               | Benin Government Bond                                                               | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     500000 | PA      | $481216.43    | 0.05%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                               | Senegal Government Bond                                                             | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     260000 | PA      | $171853.15    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                   | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                           | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    1307513 | PA      | $673369.17    | 0.07%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                                           | SoFi Technologies, Inc.                                                             | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |        304 | PA      | $333.64       | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2023-49, Class IA                                                      | CUSIP: 3136BQKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11913389 | PA      | $1515128.17   | 0.15%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-79, Class GI                                                      | CUSIP: 38379LX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4280320 | PA      | $885117.12    | 0.09%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                        | Southern Gas Corridor CJSC                                                          | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |    1240000 | PA      | $1257861.02   | 0.12%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                   | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C                           | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     128000 | PA      | $121844.13    | 0.01%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11723.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 378, Class 19                                                          | CUSIP: 3136FEMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     385262 | PA      | $54307.12     | 0.01%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   11855700 | PA      | $424540.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $29043.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15556.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B2                                 | CUSIP: 35564KUL1<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |    4969000 | PA      | $5612308.60   | 0.54%             | 2042-03-25      | Floating      | 15.31%                | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                 | Rocket Cos., Inc.                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1126895.57   | 0.11%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                           | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1521465.35   | 0.15%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     210000 | PA      | $19524.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                       | Toronto-Dominion Bank (The)                                                         | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     985000 | PA      | $998810.03    | 0.10%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8232000 | PA      | $-109786.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2019-43, Class JS                                                      | CUSIP: 3136B5A54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     816584 | PA      | $88920.48     | 0.01%             | 2049-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                            | Tenet Healthcare Corp.                                                              | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2743356.85   | 0.27%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-8564.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                     | Teva Pharmaceutical Finance Netherlands II BV                                       | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     930000 | PA      | $1118799.17   | 0.11%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                             | Guatemala Government Bond                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    2570000 | PA      | $2613047.50   | 0.25%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-45711.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One Corp.                                     | Liberty Media Corp.-Liberty Formula One Corp.                                       | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     281000 | PA      | $374151.50    | 0.04%             | 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        |    1535000 | PA      | $1641674.83   | 0.16%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2018-58, Class AI                                                      | CUSIP: 3136B2XF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11941080 | PA      | $1694014.22   | 0.16%             | 2048-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-71, Class PI                                                      | CUSIP: 38379BYV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2938093 | PA      | $294726.85    | 0.03%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                   | Transocean Titan Financing Ltd.                                                     | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     411667 | PA      | $418462.18    | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                       | ONEOK, Inc.                                                                         | CUSIP: 68269EUB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | STIV             | CORP              | US        |    2239000 | PA      | $2235789.05   | 0.22%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                               | Newell Brands, Inc.                                                                 | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      87000 | PA      | $83211.82     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                                           | Rivian Automotive, Inc.                                                             | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     440000 | PA      | $448525.00    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                  | Welltower OP LLC                                                                    | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     253000 | PA      | $335984.00    | 0.03%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                             | Acrisure LLC / Acrisure Finance, Inc.                                               | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1214578.70   | 0.12%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     291000 | PA      | $-2443.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                          | South Africa Government Bond                                                        | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     810000 | PA      | $809061.84    | 0.08%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   32511000 | PA      | $-47273.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertex, Inc.                                                                      | Vertex, Inc.                                                                        | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |     252000 | PA      | $302530.49    | 0.03%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4484, Class TI                                                        | CUSIP: 3137BJRY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     535266 | PA      | $26543.43     | 0.00%             | 2044-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                                               | MicroStrategy, Inc.                                                                 | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     686000 | PA      | $650671.00    | 0.06%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   41853000 | PA      | $13660.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5873613.14   | 0.57%             | 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        |    1174371 | PA      | $143608.91    | 0.01%             | 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        |    2190267 | PA      | $521923.65    | 0.05%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                                                | CPM Holdings, Inc., First Lien, Initial CME Term Loan                               | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     995462 | PA      | $976408.98    | 0.09%             | 2028-09-28      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                   | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class C                           | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     844000 | PA      | $807881.02    | 0.08%             | 2045-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                               | CUSIP: 87613EU11<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |    7616000 | PA      | $7614971.84   | 0.74%             | 2025-07-01      | None          | 0.00%                 | 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        |     197818 | PA      | $198757.68    | 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        |    1775000 | PA      | $1848511.80   | 0.18%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2015-30                                                                | CUSIP: 3136ANRR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     620178 | PA      | $86491.68     | 0.01%             | 2045-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2020-H12, Class IH                                                     | CUSIP: 38380QEG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37828790 | PA      | $2765284.55   | 0.27%             | 2070-07-20      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                   | TransDigm, Inc.                                                                     | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     625000 | PA      | $648939.23    | 0.06%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   25226900 | PA      | $177559.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31522000 | PA      | $-420.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                          | CACI International, Inc.                                                            | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1022866.03   | 0.10%             | 2033-06-15      | Fixed         | 6.38%                 | 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        |   37203197 | PA      | $1790645.69   | 0.17%             | 2057-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                              | Bulgaria Government Bond                                                            | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     740000 | PA      | $521752.69    | 0.05%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-H06, Class MI                                                     | CUSIP: 38376RX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13947028 | PA      | $584352.59    | 0.06%             | 2067-02-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                         | RTX Corp.                                                                           | CUSIP: 78109FUJ9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |    2255000 | PA      | $2249758.93   | 0.22%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                           | Level 3 Financing, Inc.                                                             | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     875000 | PA      | $994218.75    | 0.10%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Spotify USA, Inc.                                                                 | Spotify USA, Inc.                                                                   | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     407000 | PA      | $617581.80    | 0.06%             | 2026-03-15      | None          | 0.00%                 | 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        |    2587859 | PA      | $1521838.21   | 0.15%             | 2047-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                   | JH North America Holdings, Inc.                                                     | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80748.56     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                               | Ascendis Pharma A/S                                                                 | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |     209000 | PA      | $262080.97    | 0.03%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25000000 | PA      | $23934262.00  | 2.32%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Box, Inc.                                                                         | Box, Inc.                                                                           | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |     419000 | PA      | $432617.50    | 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        |    1109430 | PA      | $1110477.75   | 0.11%             | 2055-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   31866700 | PA      | $267615.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                  | CUSIP: 29277EU10<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |    3360000 | PA      | $3359574.62   | 0.33%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1344279.62   | 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        |     374790 | PA      | $342312.98    | 0.03%             | 2035-09-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-874.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                            | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class D   | CUSIP: 46639YAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     239000 | PA      | $52699.50     | 0.01%             | 2046-04-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                           | Volkswagen Group of America Finance LLC                                             | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1285152.16   | 0.12%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Okta, Inc.                                                                        | Okta, Inc.                                                                          | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |     199000 | PA      | $190841.00    | 0.02%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     540000 | PA      | $-72915.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                             | Veritiv Operating Co.                                                               | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     260000 | PA      | $281773.70    | 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        |    1060000 | PA      | $1030631.77   | 0.10%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     245000 | PA      | $259081.57    | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     808000 | PA      | $-6935.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                               | Armenia Government Bond                                                             | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |     850000 | PA      | $736317.99    | 0.07%             | 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        |    1180000 | PA      | $1248062.40   | 0.12%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                  | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $7228430.02   | 0.70%             | 2055-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 399, Class 2                                                           | CUSIP: 3136FKAB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9220 | PA      | $1878.75      | 0.00%             | 2039-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      44000 | PA      | $3228.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2734000 | PA      | $66021.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2014-46, Class SA                                                      | CUSIP: 38379AYU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4835432 | PA      | $507436.96    | 0.05%             | 2044-03-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2017-179, Class WI                                                     | CUSIP: 38380UMS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3196845 | PA      | $728691.48    | 0.07%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                           | Ukraine Government Bond                                                             | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     355122 | PA      | $182704.71    | 0.02%             | 2034-02-01      | Fixed         | 1.75%                 | 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      | $-17949.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                                  | Cloudflare, Inc.                                                                    | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     541000 | PA      | $585091.50    | 0.06%             | 2030-06-15      | None          | 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        |    4501000 | PA      | $4652900.65   | 0.45%             | 2051-11-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                                     | Wayfair, Inc.                                                                       | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     308000 | PA      | $351736.00    | 0.03%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1616000 | PA      | $-7164.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2018-H15, Class EI                                                     | CUSIP: 38380LJS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35485891 | PA      | $2028302.54   | 0.20%             | 2068-08-20      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                           | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A4                   | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    2390000 | PA      | $2337195.58   | 0.23%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                   | TransDigm, Inc.                                                                     | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     405000 | PA      | $419840.62    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6129800 | PA      | $127838.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR Trust, Series 2019-DNA1, Class B2                                       | CUSIP: 35563KBE9<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | CORP              | US        |     111000 | PA      | $137451.14    | 0.01%             | 2049-01-25      | Floating      | 15.17%                | 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        |    1950642 | PA      | $1949647.66   | 0.19%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                     | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $2947379.16   | 0.29%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                                | Morocco Government Bond                                                             | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     539000 | PA      | $482295.09    | 0.05%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L7, Class XA                            | CUSIP: 61772TBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6106423 | PA      | $264627.97    | 0.03%             | 2054-10-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                       | Caesars Entertainment, Inc.                                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1744972.59   | 0.17%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR REMIC Trust, Series 2020-DNA3, Class B2                                 | CUSIP: 35565WBE1<br>LEI: 5493000ITGOA1OPGRQ72 | Long             | ABS-MBS          | CORP              | US        |     239000 | PA      | $310222.96    | 0.03%             | 2050-06-25      | Floating      | 13.77%                | 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        |    2839033 | PA      | $2520417.67   | 0.24%             | 2046-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                               | Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2B                    | CUSIP: 17312EAC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     802662 | PA      | $694303.18    | 0.07%             | 2037-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     241000 | PA      | $225326.35    | 0.02%             | 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        |   20307209 | PA      | $419404.79    | 0.04%             | 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        |    1559427 | PA      | $1521283.49   | 0.15%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDSCMBX                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     119000 | PA      | $8732.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                             | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1592437 | PA      | $1490550.33   | 0.14%             | 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        |    1301850 | PA      | $1308235.57   | 0.13%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4000, Class PI                                                        | CUSIP: 3137ALYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2222485 | PA      | $303376.53    | 0.03%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Uruguay Government Bond                                                             | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     500000 | PA      | $462985.00    | 0.04%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                                           | Lantheus Holdings, Inc.                                                             | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     260000 | PA      | $330915.00    | 0.03%             | 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        |    2150000 | PA      | $2237328.70   | 0.22%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6674.76     | -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        |     940000 | PA      | $919108.43    | 0.09%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1403000 | PA      | $1430922.51   | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                      | Hess Midstream Operations LP                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1501145.57   | 0.15%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                           | Eskom Holdings SOC Ltd.                                                             | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |     230000 | PA      | $232731.25    | 0.02%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer