# EDGAR Filing Document

**Accession Number:** 0001285650
**File Stem:** 0001410368-25-042405
**Filing Date:** 2025-12
**Character Count:** 310384
**Document Hash:** 414fa384c7b9412675c621e82e161dff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042405.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-042405

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALAMOS GLOBAL TOTAL RETURN FUND
- **CENTRAL INDEX KEY:** 0001285650

**ORGANIZATION NAME:**
- **EIN:** 203377281
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21547
- **FILM NUMBER:** 251599792

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 6302451046

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CALAMOS GLOBAL TOTAL RETURN FUND

- **b. Investment Company Act file number:** 811-21547

- **c. CIK number of Registrant:** 0001285650

- **d. LEI of Registrant:** 549300K2D63KU54WRP95

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

  - **Street Address 1:** 2020 CALAMOS COURT

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 630-245-7200

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

- **a. Name of Series:** CALAMOS GLOBAL TOTAL RETURN FUND

- **c. LEI of Series:** 549300K2D63KU54WRP95

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $214744522.06

**Total Liabilities:** $85926850.53

**Net Assets:** $128817671.53

**Delayed Delivery Securities:** $394818.75

**Cash Not Reported:** $3291352.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -99.06000000 | **1-Year:** -977.33000000 | **5-Year:** -1400.87000000 | **10-Year:** -291.99000000 | **30-Year:** -33.53000000

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

- **3-Month:** -272.39000000 | **1-Year:** -3564.17000000 | **5-Year:** -9784.21000000 | **10-Year:** -1113.62000000 | **30-Year:** -246.02000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.82%                | 3.66%                | 0.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $810992.63               | $1433791.88                                |
| Month 2  | $868119.72               | $6087231.61                                |
| Month 3  | $935198.29               | $1496001.54                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO BRANDS CORP                                     | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44582.00     | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                     | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54007.25     | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                       | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    214762 | PA      | $2695.26      | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     63040 | NS      | $1560240.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: —       |
| AST SPACEMOBILE INC                                  | AST SpaceMobile Inc                                                              | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    755000 | PA      | $1065342.75   | 0.83%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                  | AST SpaceMobile Inc                                                              | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1119948.68   | 0.87%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51651.00     | 0.04%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46605.15     | 0.04%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35450.78     | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                      | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67582.45     | 0.05%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                               | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     35000 | PA      | $36577.10     | 0.03%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ADIENT GLOBAL HOLDINGS                               | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     22000 | PA      | $22757.02     | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20255.60     | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11146.52     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                           | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      4810 | NS      | $1231937.20   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                                    | AeroVironment Inc                                                                | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $2207582.00   | 1.71%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                       | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9873.20      | 0.01%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                       | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48186.50     | 0.04%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                      | Alamos Gold Inc                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     47192 | NS      | $1454908.62   | 1.13%             |  |  |  | No            |                  1 | On Loan: —       |
| ALASKA AIRLINES 2020 TR                              | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33443 | PA      | $33572.99     | 0.03%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30047.70     | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74857.50     | 0.06%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10294.80     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6048.90      | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6027.90      | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                    | New Albertsons LP                                                                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33617.10     | 0.03%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      2305 | NS      | $392841.15    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| BREAD FINANCIAL HLDGS                                | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60299.18     | 0.05%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46237.05     | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46535.85     | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57893.75     | 0.04%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18643.80     | 0.01%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                              | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1423009.62   | 1.10%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9086 | NS      | $2554892.34   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $28847.10     | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                       | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       925 | NS      | $2062.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                       | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8925 | NS      | $2179663.50   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                               | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40150 | PA      | $38414.32     | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45185.85     | 0.04%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22044.22     | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                 | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |     30000 | PA      | $29501.40     | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Amneal Pharmaceuticals LLC                           | Amneal Pharmaceuticals LLC 2025 Term Loan B                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     47200 | PA      | $47652.18     | 0.04%             | 2032-08-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                             | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45087.22     | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                     | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44470.50     | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                               | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20649.00     | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                           | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24345.50     | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                           | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23032.24     | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                  | Ascendis Pharma A/S                                                              | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       310 | NS      | $62496.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45915.75     | 0.04%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22390.50     | 0.02%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                             | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36090.50     | 0.03%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                             | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22066.00     | 0.02%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AUDACY INC                                           | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $4147.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                                  | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |     11267 | PA      | $9034.89      | 0.01%             | 2029-10-01      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                                  | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |      1261 | PA      | $1243.60      | 0.00%             | 2028-10-02      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| AutoZone Inc                                         | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       240 | NS      | $881863.20    | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIENT CORP                                          | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45976.05     | 0.04%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23619.85     | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                       | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $47185.20     | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                      | B&G Foods Inc 2024 Term Loan B                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |     34650 | PA      | $33281.33     | 0.03%             | 2029-10-10      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                 | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42953.24     | 0.03%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                            | Baidu Inc                                                                        | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      1050 | NS      | $126913.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BALDWIN INSUR GRP/FIN                                | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46242.00     | 0.04%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                             | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     45387 | PA      | $45141.89     | 0.04%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                          | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     45000 | PA      | $45299.93     | 0.04%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                          | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15772.50     | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP PLC                                               | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     11650 | NS      | $68255.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |     45000 | PA      | $45042.30     | 0.03%             | 2032-09-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                               | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     45000 | PA      | $47434.05     | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                        | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     54190 | NS      | $3507176.80   | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2007.28      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $27005.50     | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13808.34     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15756.15     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11552.31     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                      | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      2100 | NS      | $346391.91    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                             | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     23000 | PA      | $25010.20     | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                             | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     17000 | PA      | $17080.41     | 0.01%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                       | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25773.75     | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                       | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23913.33     | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                               | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32844 | PA      | $31726.02     | 0.02%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                             | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     29858 | PA      | $29960.84     | 0.02%             | 2031-06-13      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                         | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4048 | NS      | $1496262.24   | 1.16%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADSTREET PARTNERS GRP                             | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77722.32     | 0.06%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                             | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     33000 | PA      | $32523.48     | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23497.50     | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16627.52     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34526.58     | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                     | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35673.75     | 0.03%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84558.00     | 0.07%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19808.60     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $85534.20     | 0.07%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84274.20     | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $41702.68     | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19934.86     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50558.50     | 0.04%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22070.62     | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22681.25     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     88000 | PA      | $74032.64     | 0.06%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4690.60      | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39881.93     | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                               | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22885.28     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26366.76     | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40352.80     | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33414.85     | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Cameco Corp                                          | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1900 | NS      | $194199.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                       | Canadian Natural Resources Ltd                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     33280 | NS      | $1064684.75   | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPSTONE COPPER CORP                                 | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46628.10     | 0.04%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     22000 | PA      | $21653.06     | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     45000 | PA      | $46433.70     | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                 | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     65000 | PA      | $66498.90     | 0.05%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                 | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37530.09     | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20113.80     | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Celestica Inc                                        | Celestica Inc                                                                    | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      1290 | NS      | $444379.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CELCUITY INC                                         | Celcuity Inc                                                                     | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    121000 | PA      | $217849.61    | 0.17%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                 | Celsius Holdings Inc                                                             | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16355 | NS      | $985061.65    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                      | Cemex SAB de CV                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     38990 | NS      | $395748.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                               | CenterPoint Energy Inc                                                           | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    940000 | PA      | $955575.80    | 0.74%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                              | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47827.29     | 0.04%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                             | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45208.68     | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                  | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44923.50     | 0.03%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34798.75     | 0.03%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CES Energy Solutions Corp                            | CES Energy Solutions Corp                                                        | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |      7300 | NS      | $50018.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Chamberlain Group Inc                                | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     34912 | PA      | $35065.24     | 0.03%             | 2032-09-08      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                          | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9736.43      | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                          | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35755.32     | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       180 | NS      | $9390.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                         | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8810 | NS      | $1389513.20   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23575.69     | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINC BELL TEL                                        | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36093.60     | 0.03%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                                  | Cincinnati Bell Inc 2025 Term Loan B4                                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     24748 | PA      | $24792.18     | 0.02%             | 2028-11-22      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20590.20     | 0.02%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42160.71     | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22524.81     | 0.02%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     34000 | PA      | $34951.32     | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                  | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77149.60     | 0.06%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26230.50     | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26184.00     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70472.25     | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                       | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1666614.00   | 1.29%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11043.01     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                  | Coinbase Global Inc                                                              | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    653000 | PA      | $731248.99    | 0.57%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                             | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1500 | NS      | $197070.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES                                | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24303.60     | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                             | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41258.00     | 0.03%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Costco Wholesale Corp                                | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1035 | NS      | $943350.75    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANC                                     | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31473.30     | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                     | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19984.40     | 0.02%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                   | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45477.45     | 0.04%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                                    | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $41.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                               | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48220.65     | 0.04%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    835000 | PA      | $975822.75    | 0.76%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                                             | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39472.00     | 0.03%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                             | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41136.06     | 0.03%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47342.33     | 0.04%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47804.12     | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44575.95     | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                   | Grupo Financiero Banorte SAB de CV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     10300 | NS      | $96693.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4028.44      | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                          | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57520.34     | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DELUXE CORP                                          | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10491.50     | 0.01%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Denison Mines Corp                                   | Denison Mines Corp                                                               | CUSIP: 248356107<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |      9500 | NS      | $30115.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DIRECTV FIN LLC/COINC                                | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24003.12     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                   | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      7610 | NS      | $857038.20    | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| DISH NETWORK CORP                                    | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48435.70     | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16834.14     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $18163.95     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16922.48     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Alsea SAB de CV                                      | Alsea SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 4469000001BJLPKNUN21 | Long             | EC               | CORP              | MX        |     15600 | NS      | $43167.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                  | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20880.00     | 0.02%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                               | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33861.96     | 0.03%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                         | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1993780.80   | 1.55%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                     | Duke Energy Corp                                                                 | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1248868.86   | 0.97%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                     | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47666.25     | 0.04%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                    | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     59625 | PA      | $59491.73     | 0.05%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                                       | EP Energy Corp                                                                   | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |       341 | NS      | $554.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                             | EQT Corp                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      8880 | NS      | $475790.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| ECHOSTAR CORP                                        | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     44123 | PA      | $45575.97     | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                        | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     73945 | PA      | $81454.11     | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                               | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50397.70     | 0.04%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                         | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31321.95     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                                         | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10885.16     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21419.00     | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $32998.57     | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19859.00     | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19778.20     | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                               | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47074.79     | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                               | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22281.48     | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39985.60     | 0.03%             | 2066-11-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                   | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      2552 | NS      | $42950.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32190.72     | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20716.80     | 0.02%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| ENERSYS                                              | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24721.00     | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                              | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20572.80     | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                     | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20919.00     | 0.02%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ENTERGY CORP                                         | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36843.10     | 0.03%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                      | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      1160 | NS      | $35716.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                               | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25279.75     | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                               | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14795.55     | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                           | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36022.70     | 0.03%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                             | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63091.60     | 0.05%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                   | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2050 | NS      | $1329117.50   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25430.34     | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17364.14     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       400 | NS      | $649414.28    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT                               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22011.69     | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41751.45     | 0.03%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FIRST CITIZENS BANCSHARE                             | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10275.60     | 0.01%             | 2027-01-04      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| FIRST MAJESTIC SILVER                                | First Majestic Silver Corp                                                       | CUSIP: 32076VAD5<br>LEI: 529900PWCU5DUH1DYR51 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $287088.58    | 0.22%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179831.75    | 0.14%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| FORESTAR GROUP INC                                   | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22574.20     | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTUNA MINING CORP                                  | Fortuna Mining Corp                                                              | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |    626000 | PA      | $955626.56    | 0.74%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11507.87     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $51226.00     | 0.04%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     23000 | PA      | $23383.41     | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                              | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71428.00     | 0.06%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                 | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88456.10     | 0.07%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                   | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67269.80     | 0.05%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                       | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3305 | NS      | $1933887.70   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                    | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18174.00     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $32766.38     | 0.03%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20717.80     | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                              | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     31000 | PA      | $30082.40     | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| GO DADDY OPCO/FINCO                                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38147.60     | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31115.10     | 0.02%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $41367.77     | 0.03%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44006.40     | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1510 | NS      | $1191948.70   | 0.93%             |  |  |  | No            |                  1 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56970.90     | 0.04%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18227.00     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                             | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44869.05     | 0.03%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29960.40     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18954.20     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13920.40     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22560.70     | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                  | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |       700 | PA      | $701.39       | 0.00%             | 2029-06-04      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                              | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49373.10     | 0.04%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                               | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18454.13     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                               | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25569.50     | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                               | Guidewire Software Inc                                                           | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    886000 | PA      | $1049086.02   | 0.81%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                              | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61354.80     | 0.05%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     47000 | PA      | $54458.90     | 0.04%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       280 | NS      | $197910.33    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                | Helmerich & Payne Inc                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     11400 | NS      | $299364.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65013.65     | 0.05%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23768.43     | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24097.79     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24268.45     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                               | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      6440 | NS      | $370576.62    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                              | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47229.75     | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65866.68     | 0.05%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41799.20     | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34226.61     | 0.03%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                  | Hudbay Minerals Inc                                                              | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |     24690 | NS      | $395730.06    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| HUGHES SATELLITE SYSTEMS                             | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39356.00     | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                           | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1310 | NS      | $364428.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                         | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     40400 | NS      | $623776.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                                    | Indra Sistemas SA                                                                | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |      2085 | NS      | $115336.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                         | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14424.80     | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     13350 | PA      | $11234.43     | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                           | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     18535 | NS      | $741214.65    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Senior Loan ETF                              | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     45865 | NS      | $958578.50    | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| IQVIA INC                                            | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26062.75     | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                             | IREN Ltd                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    503000 | PA      | $532677.00    | 0.41%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     65000 | PA      | $64994.80     | 0.05%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan EM Local Currency Bond ETF       | iShares J.P. Morgan EM Local Currency Bond ETF                                   | CUSIP: 464286517<br>LEI: 549300ZZ765YKMMG3526 | Long             | EC               | RF                | US        |     33750 | NS      | $1397250.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Saudi Arabia ETF                        | iShares MSCI Saudi Arabia ETF                                                    | CUSIP: 46434V423<br>LEI: 5493004P512V6ELEIL59 | Long             | EC               | RF                | US        |      6150 | NS      | $247722.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Itau Unibanco Holding SA                             | Itau Unibanco Holding SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     43722 | NS      | $321793.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     11000 | PA      | $11467.28     | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6465 | NS      | $2011390.80   | 1.56%             |  |  |  | No            |                  1 | On Loan: —       |
| JW ALUMINUM CONT CAST CO                             | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46289.70     | 0.04%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                         | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28084.00     | 0.02%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B                               | JetBlue 2020-1 Class B Pass Through Trust                                        | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39786 | PA      | $40062.22     | 0.03%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                               | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8424 | PA      | $8529.66      | 0.01%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KBR INC                                              | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49228.00     | 0.04%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22927.09     | 0.02%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       715 | NS      | $185951.73    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                             | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68822.60     | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                     | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47152.80     | 0.04%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                   | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16235.75     | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kraken Robotics Inc                                  | Kraken Robotics Inc                                                              | CUSIP: 50077N102<br>LEI: 529900IX6H61N726FS70 | Long             | EC               | CORP              | CA        |      7200 | NS      | $33111.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36611.75     | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58264.26     | 0.05%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30838.50     | 0.02%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                | Life Time Fitness Inc 2025 Term Loan                                             | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |     44663 | PA      | $44736.31     | 0.03%             | 2031-11-05      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |     48000 | PA      | $50403.36     | 0.04%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vossloh AG                                           | Vossloh AG                                                                       | CUSIP: 000000000<br>LEI: 5299003HAEOUVX3HWX43 | Long             | EC               | CORP              | DE        |       620 | NS      | $56545.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                              | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      4495 | NS      | $1054542.76   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                     | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46352.25     | 0.04%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18023.40     | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11310.31     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     45000 | PA      | $45000.00     | 0.03%             | 2032-03-29      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                              | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     45000 | PA      | $3896.10      | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                   | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $745062.20    | 0.58%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                        | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45626.40     | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                              | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33903.10     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                                          | Life360 Inc                                                                      | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |    556000 | PA      | $771677.96    | 0.60%             | 2030-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                             | Ligand Pharmaceuticals Inc                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1297448.60   | 1.01%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                       | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1240 | NS      | $1069946.40   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                       | Rheinmetall AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       667 | NS      | $1311178.02   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                             | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45868.05     | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                    | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25062.25     | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOL SpA                                              | SOL SpA                                                                          | CUSIP: 000000000<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |      1146 | NS      | $67099.51     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| DO & CO AG                                           | DO & CO AG                                                                       | CUSIP: 000000000<br>LEI: 5299002NFQKOBT1E8569 | Long             | EC               | CORP              | AT        |       255 | NS      | $60829.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     29500 | PA      | $29847.81     | 0.02%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                | Lumentum Holdings Inc                                                            | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    709000 | PA      | $938779.81    | 0.73%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kering SA                                            | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      1125 | NS      | $399506.49    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| LYFT INC                                             | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    453000 | PA      | $528850.32    | 0.41%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81295.20     | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| M/I HOMES INC                                        | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28595.40     | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     38753 | PA      | $33296.97     | 0.03%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     17076 | PA      | $15520.38     | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                         | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |      3564 | PA      | $3569.28      | 0.00%             | 2030-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp                                    | MP Materials Corp                                                                | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      7520 | NS      | $474436.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| MI Windows and Doors LLC                             | MI Windows and Doors LLC 2024 Term Loan B2                                       | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |     44439 | PA      | $44563.71     | 0.03%             | 2031-03-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                              | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $39785.90     | 0.03%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                              | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $31110.42     | 0.02%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9176.80      | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16060.00     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                             | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45791.55     | 0.04%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Palfinger AG                                         | Palfinger AG                                                                     | CUSIP: 000000000<br>LEI: 529900IFAV83BX8O1O91 | Long             | EC               | CORP              | AT        |      1870 | NS      | $70052.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                   | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    101890 | NS      | $1038278.07   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                           | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      4800 | NS      | $1360306.57   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                               | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4010 | NS      | $375897.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41424.76     | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                             | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6177.72      | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                     | MercadoLibre Inc                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       535 | NS      | $1245084.10   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTL INC                                      | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     48000 | PA      | $31054.08     | 0.02%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| MERCER INTL INC                                      | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16690.20     | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                          | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31686.00     | 0.02%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5085 | NS      | $2633063.85   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                  | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     15765 | NS      | $999825.86    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                             | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53430.30     | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp                               | Accton Technology Corp                                                           | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      9600 | NS      | $333856.28    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                              | Mirion Technologies Inc                                                          | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $2216340.45   | 1.72%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                       | Ayala Land Inc                                                                   | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |    179500 | NS      | $60634.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                              | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35304.92     | 0.03%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                                | Lynas Rare Earths Ltd                                                            | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |     43255 | NS      | $431224.80    | 0.33%             |  |  |  | No            |                  2 | On Loan: —       |
| MOOG INC                                             | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32638.32     | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53449.55     | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62778.87     | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                                        | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15523 | PA      | $12430.51     | 0.01%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                | Delta Electronics Inc                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      9500 | NS      | $305556.73    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                   | Hong Kong Exchanges & Clearing Ltd                                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      9700 | NS      | $528677.99    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     22000 | PA      | $22628.32     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    494000 | PA      | $475025.46    | 0.37%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20010.20     | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25273.75     | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NIO Inc                                              | NIO Inc                                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |     11570 | NS      | $83882.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                      | Pro Medicus Ltd                                                                  | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |      1170 | NS      | $200894.72    | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| Doosan Enerbility Co Ltd                             | Doosan Enerbility Co Ltd                                                         | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |      2315 | NS      | $143277.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                            | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15621.80     | 0.01%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46261.60     | 0.04%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                                | Elite Material Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7200 | NS      | $316336.93    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdee International Software Group Co Ltd          | Kingdee International Software Group Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | KY        |    135000 | NS      | $254696.97    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                      | Nebius Group NV                                                                  | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |    448000 | PA      | $571872.00    | 0.44%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     58905 | PA      | $55628.63     | 0.04%             | 2027-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                          | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1110 | NS      | $1241934.60   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                          | Hitachi Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     43700 | NS      | $1492747.41   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                            | Capitec Bank Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |       695 | NS      | $153766.97    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                    | Bharti Airtel Ltd                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     11720 | NS      | $272288.71    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                              | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     30000 | PA      | $4650.90      | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                         | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47040.30     | 0.04%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                         | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      3910 | NS      | $1521355.30   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc        | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     25140 | NS      | $226747.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                        | Ibiden Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      1300 | NS      | $122361.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                       | Galaxy Entertainment Group Ltd                                                   | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     30000 | NS      | $149469.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                             | IHI Corp                                                                         | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      2800 | NS      | $57971.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                      | Kandenko Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |      3100 | NS      | $94742.69     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                         | Keyence Corp                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      2500 | NS      | $927836.25    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20795.50     | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19027.40     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22650.10     | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                    | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21433.40     | 0.02%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd                         | Asia Vital Components Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8000 | NS      | $366245.16    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                         | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34478.07     | 0.03%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44635.50     | 0.03%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                        | Nordstrom Inc                                                                    | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15150.60     | 0.01%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MTN Group Ltd                                        | MTN Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     29794 | NS      | $297657.30    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Micronics Japan Co Ltd                               | Micronics Japan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |      1100 | NS      | $64880.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                      | Mitsubishi Heavy Industries Ltd                                                  | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      7500 | NS      | $226422.53    | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| First Abu Dhabi Bank PJSC                            | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     29304 | NS      | $139106.27    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Optex Group Co Ltd                                   | Optex Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $28682.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                      | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25416.50     | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50283.48     | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     19829 | NS      | $980742.34    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property & Casualty Co Ltd                      | PICC Property & Casualty Co Ltd                                                  | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     62000 | NS      | $146476.47    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                          | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     31980 | NS      | $6475630.20   | 5.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AXISCADES Technologies Ltd                           | AXISCADES Technologies Ltd                                                       | CUSIP: 000000000<br>LEI: 335800KHE667P5ZJOL65 | Long             | EC               | CORP              | IN        |      1750 | NS      | $31618.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTL INC                                 | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45311.85     | 0.04%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                                   | Oddity Finance LLC                                                               | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1019060.87   | 0.79%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                  | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      5400 | NS      | $947530.00    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                           | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     46720 | NS      | $3516903.21   | 2.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Samyang Foods Co Ltd                                 | Samyang Foods Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        50 | NS      | $47218.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                              | Hanwha Aerospace Co Ltd                                                          | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |      1084 | NS      | $743542.28    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Ltd                                            | Sasol Ltd                                                                        | CUSIP: 000000000<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |      5575 | NS      | $34880.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OLIN CORP                                            | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44654.40     | 0.03%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                      | Sony Group Corp                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      9200 | NS      | $256216.13    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33121.78     | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                            | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33178.99     | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26133.25     | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22977.69     | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20837.60     | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                        | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9563.10      | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                        | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14916.32     | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5565 | NS      | $1461424.65   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $153648.00    | 0.12%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Advantest Corp                                       | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      2700 | NS      | $404313.65    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                    | Advisor Group Inc 2025 Term Loan                                                 | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     65000 | PA      | $65176.15     | 0.05%             | 2032-07-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd            | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    167240 | NS      | $8087670.58   | 6.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                   | Tokyo Electron Ltd                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      2300 | NS      | $507081.47    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                    | Toyota Motor Corp                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     38700 | NS      | $788981.71    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                              | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15775.68     | 0.01%             | 2067-03-30      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                              | PPL Capital Funding Inc                                                          | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1245292.46   | 0.97%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                            | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      5675 | NS      | $1137667.25   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Petroleum LLC                                    | Par Petroleum LLC 2024 Term Loan B                                               | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |     59092 | PA      | $59276.99     | 0.05%             | 2030-02-28      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $41018.80     | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                        | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71339.80     | 0.06%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                               | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36426.87     | 0.03%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                               | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23449.19     | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                              | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     24688 | PA      | $25037.20     | 0.02%             | 2029-05-30      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                               | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46612.00     | 0.04%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                            | Nestle SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      5900 | NS      | $563735.81    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                             | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41983.91     | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                             | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11302.61     | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43604.40     | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11206.03     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                         | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     42500 | PA      | $41968.75     | 0.03%             | 2032-08-18      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                      | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5715 | NS      | $824845.95    | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| PHILLIPS 66 CO                                       | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19907.80     | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                 | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33901.70     | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                             | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50101.50     | 0.04%             | 2025-11-30      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33436.16     | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pony AI Inc                                          | Pony AI Inc                                                                      | CUSIP: 732908108<br>LEI: 9845006P7613D2A61368 | Long             | EC               | CORP              | KY        |      7680 | NS      | $143462.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44241.41     | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39641.16     | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                             | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $35996.40     | 0.03%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                  | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39022.62     | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57985.95     | 0.05%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| QVC INC                                              | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     20000 | PA      | $8894.60      | 0.01%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46257.75     | 0.04%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $39529.56     | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46735.20     | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                                           | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |      1122 | NS      | $22159.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $41161.20     | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                              | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44853.30     | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                             | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20929.60     | 0.02%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                              | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20945.20     | 0.02%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| RITE AID CORP                                        | Rite Aid Corp                                                                    | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      5058 | PA      | $379.35       | 0.00%             | 2031-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                        | Rite Aid Corp                                                                    | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     15061 | PA      | $75.31        | 0.00%             | 2031-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                        | Rite Aid Corp                                                                    | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     10968 | PA      | $54.84        | 0.00%             | 2031-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO                               | ESC CB144A RITE AID CO                                                           | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     77000 | PA      | $0.08         | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO                               | ESC CB144A RITE AID CO                                                           | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     14000 | PA      | $0.01         | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                    | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45514.35     | 0.04%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                    | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45362.25     | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Profile Systems & Software SA                        | Profile Systems & Software SA                                                    | CUSIP: 000000000<br>LEI: 21380051TUVZ3KYK5G44 | Long             | EC               | CORP              | GR        |      4900 | NS      | $40711.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                             | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67895.80     | 0.05%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23755.78     | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35470.50     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                  | Rocket Software Inc 2023 USD Term Loan B                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     64675 | PA      | $64507.08     | 0.05%             | 2028-11-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26188.75     | 0.02%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37490.60     | 0.03%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     34814 | PA      | $34930.55     | 0.03%             | 2031-05-09      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                             | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |      8750 | PA      | $1996.40      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                             | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     17500 | PA      | $7586.95      | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $20810.17     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                                | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $7664.03      | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                              | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      3155 | NS      | $492968.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                      | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10930.48     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                             | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35469.35     | 0.03%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                             | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10496.30     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                                      | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10356.30     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                             | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37219.20     | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     40000 | PA      | $39825.20     | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                             | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11295 | PA      | $9792.09      | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Shopify Inc                                          | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      1300 | NS      | $226018.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                                  | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54957.84     | 0.04%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                             | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $41243.88     | 0.03%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                             | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20416.80     | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45069.75     | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19843.60     | 0.02%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50838.48     | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINME                                | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65170.30     | 0.05%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| DELTA AIR LINES/SKYMILES                             | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     11000 | PA      | $11078.87     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                             | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44989.20     | 0.03%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                 | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29210.40     | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                             | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46941.30     | 0.04%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                          | Southern Co/The                                                                  | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1258717.32   | 0.98%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                             | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35824.32     | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                      | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |    803000 | PA      | $1037957.80   | 0.81%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20316.80     | 0.02%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11252.12     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                             | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10291.80     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                             | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34733.72     | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                          | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29295.00     | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                              | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     45000 | PA      | $46014.75     | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                              | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     23000 | PA      | $23949.67     | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                  | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39392.00     | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                  | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     49250 | PA      | $49346.53     | 0.04%             | 2031-03-14      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                   | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47213.55     | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                     | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58340.70     | 0.05%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                             | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11371.14     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47641.95     | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                             | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61105.80     | 0.05%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46042.65     | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35620.55     | 0.03%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                      | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     51477 | PA      | $51626.67     | 0.04%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                 | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       355 | NS      | $8864.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                 | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       289 | NS      | $6707.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                 | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        33 | NS      | $760.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23495.01     | 0.02%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| TTM TECHNOLOGIES INC                                 | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58014.00     | 0.05%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44696.25     | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                             | Team Health Holdings Inc 2025 Term Loan B                                        | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     44888 | PA      | $45024.63     | 0.03%             | 2028-06-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                 | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       340 | NS      | $6847.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                           | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20689.00     | 0.02%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                        | TEMPUS AI INC                                                                    | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |    485000 | PA      | $660148.05    | 0.51%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                 | Tencent Holdings Ltd                                                             | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     13005 | NS      | $1058216.85   | 0.82%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76096.30     | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120240.00    | 0.09%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                           | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45756.90     | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                         | Terawulf Inc                                                                     | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    273000 | PA      | $283043.67    | 0.22%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35880.60     | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16190.25     | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc                             | Torex Gold Resources Inc                                                         | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |      1060 | NS      | $43789.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35755.65     | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46740.15     | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15693.60     | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29996.73     | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                        | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     83938 | PA      | $84146.08     | 0.07%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                             | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     34000 | PA      | $35045.84     | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                             | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $60397.80     | 0.05%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRINSEO LUX/TRINSEO NA                               | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                      | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     18107 | PA      | $6366.06      | 0.00%             | 2029-05-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                      | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     54475 | PA      | $52840.58     | 0.04%             | 2031-07-08      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     45000 | PA      | $47429.55     | 0.04%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                           | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28853.10     | 0.02%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                           | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10430.97     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                        | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22793.46     | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                              | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43238.16     | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                     | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22978.15     | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    721000 | PA      | $1053395.42   | 0.82%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                            | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    460000 | PA      | $487144.60    | 0.38%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                              | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12011 | PA      | $11665.47     | 0.01%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                  | United Airlines Inc 2024 1st Lien Term Loan B                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     37291 | PA      | $37440.49     | 0.03%             | 2031-02-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                             | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35035.35     | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                             | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51230.92     | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                              | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     25000 | PA      | $23400.00     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36066.10     | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20498.20     | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $24078.24     | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                       | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     45000 | PA      | $44950.50     | 0.03%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vale SA                                              | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      5250 | NS      | $63472.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| VanEck Vietnam ETF                                   | VanEck Vietnam ETF                                                               | CUSIP: 92189F817<br>LEI: 549300HUYWGGNXIGVE40 | Long             | EC               | RF                | US        |      9035 | NS      | $157480.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| VanEck J. P. Morgan EM Local Currency Bond ETF       | VanEck J. P. Morgan EM Local Currency Bond ETF                                   | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |     73000 | NS      | $1860770.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: —       |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47158.65     | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6359.52      | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9477.60      | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9254.00      | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36077.30     | 0.03%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56497.65     | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21548.40     | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21371.60     | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23294.86     | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91678.02     | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                              | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3060.87      | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                  | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61419.15     | 0.05%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                   | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10721.20     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                             | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1570 | NS      | $534961.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10259.90     | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20242.40     | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                   | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23105.94     | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41581.86     | 0.03%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                    | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21967.88     | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                    | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $42007.56     | 0.03%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                                       | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |        25 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                 | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4250 | NS      | $849022.50    | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| WASTE PRO USA INC                                    | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35437.18     | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $46019.25     | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                     | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     12385 | NS      | $1077123.45   | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| RITE AID EQUITY                                      | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |        70 | NS      | $70.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RITE AID NOTE HOLDER TRUST                           | RITE AID NOTE HOLDER TRUST                                                       | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      4767 | PA      | $0.00         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER 3L NOTES                               | GUITAR CENTER 3L NOTES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30264 | PA      | $9079.20      | 0.01%             | 2032-08-19      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                       | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43943.85     | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                             | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59030.68     | 0.05%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                       | William Carter Co/The                                                            | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19941.20     | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20944.80     | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15450.30     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26687.34     | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                             | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42255.60     | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                               | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     45000 | PA      | $46011.15     | 0.04%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                              | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46681.65     | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                              | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47185.00     | 0.04%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                     | Samsung C&T Corp                                                                 | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      1440 | NS      | $227881.78    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA           | Eurobank Ergasias Services and Holdings SA                                       | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |     62220 | NS      | $234046.94    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Amber Enterprises India Ltd                          | Amber Enterprises India Ltd                                                      | CUSIP: 000000000<br>LEI: 3358009JZU4XT3666G06 | Long             | EC               | CORP              | IN        |     15925 | NS      | $1439552.13   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                        | ASE Technology Holding Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     42000 | NS      | $336031.96    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                    | Eicher Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      4560 | NS      | $359971.84    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                    | Siemens Energy AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      2850 | NS      | $355068.11    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Health International Inc                          | JD Health International Inc                                                      | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | KY        |     30500 | NS      | $238081.29    | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Auto1 Group SE                                       | Auto1 Group SE                                                                   | CUSIP: 000000000<br>LEI: 391200S2LPXG5ZD5G304 | Long             | EC               | CORP              | DE        |      2560 | NS      | $89964.95     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eternal Ltd                                          | Eternal Ltd                                                                      | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |    107500 | NS      | $383960.65    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                    | Belimo Holding AG                                                                | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        46 | NS      | $49631.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Nayax Ltd                                            | Nayax Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1040 | NS      | $43482.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukalapak.com PT Tbk                                 | Bukalapak.com PT Tbk                                                             | CUSIP: 000000000<br>LEI: 89450012N75X9LCSQB06 | Long             | EC               | CORP              | ID        |   2750000 | NS      | $27781.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                   | HD Hyundai Heavy Industries Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       670 | NS      | $282150.53    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Le Travenues Technology Ltd                          | Le Travenues Technology Ltd                                                      | CUSIP: 000000000<br>LEI: 894500YYQ69FQ449KJ55 | Long             | EC               | CORP              | IN        |     12000 | NS      | $36352.88     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Americana Restaurants International PLC - Foreign Co | Americana Restaurants International PLC - Foreign Co                             | CUSIP: 000000000<br>LEI: 549300EYHRPEZ6UVAM64 | Long             | EC               | CORP              | AE        |     83000 | NS      | $47229.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIPEM SPA                                           | Saipem SpA                                                                       | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $489365.65    | 0.38%             | 2029-09-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| APR Corp/Korea                                       | APR Corp/Korea                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       980 | NS      | $175108.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                             | Goldman Sachs Finance Corp International Ltd                                     | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $860445.00    | 0.67%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exosens SAS                                          | Exosens SAS                                                                      | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      1640 | NS      | $92127.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri SpA                                      | Fincantieri SpA                                                                  | CUSIP: 000000000<br>LEI: 8156005BDF49128B6239 | Long             | EC               | CORP              | IT        |     27160 | NS      | $698781.30    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                                       | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       153 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUST                             | Hon Hai Precision Industry Co Ltd                                                | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |    300000 | PA      | $339252.00    | 0.26%             | 2029-10-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vishal Mega Mart Ltd                                 | Vishal Mega Mart Ltd                                                             | CUSIP: 000000000<br>LEI: 335800AL4QPSIFSU3936 | Long             | EC               | CORP              | IN        |    185668 | NS      | $302637.96    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                               | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |   1300000 | PA      | $1621572.31   | 1.26%             | 2030-03-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY                              | Chow Tai Fook Jewellery Group Ltd                                                | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $1396065.92   | 1.08%             | 2030-06-30      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| CARA OBLIGATIONS SAS                                 | Cara Obligations SAS                                                             | CUSIP: 000000000<br>LEI: 969500343T6YLA87JH20 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1503747.27   | 1.17%             | 2030-12-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| KCC CORP                                             | KCC Corp                                                                         | CUSIP: 000000000<br>LEI: 988400BF3M5UFPF3PH17 | Long             | DBT              | CORP              | KR        |   1200000 | PA      | $1490184.00   | 1.16%             | 2030-07-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       280 | NC      | $15540.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       242 | NC      | $10527.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        78 | NC      | $3237.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | VALE SA                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |       415 | NC      | $51667.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | POSCO HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KR        |        51 | NC      | $4845.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES MSCI EAFE ETF                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       965 | NC      | $49697.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES BIOTECHNOLOGY ETF                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       336 | NC      | $829920.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       177 | NC      | $9381.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | EMBRAER SA                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |        96 | NC      | $72000.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ODDITY TECH LTD                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |        34 | NC      | $935.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       211 | NC      | $20678.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        73 | NC      | $64057.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        32 | NC      | $201920.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES MSCI EMERGING MARKETS                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      3380 | NC      | $321100.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES MSCI EAFE ETF                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       965 | NC      | $185762.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SHOPIFY INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        89 | NC      | $179557.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES MSCI INDIA ETF                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       636 | NC      | $151050.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       398 | NC      | $304271.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | MARVELL TECHNOLOGY INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -40 | NC      | $-15200.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | HALLIBURTON CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       581 | NC      | $104870.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | PDD HOLDINGS INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |        48 | NC      | $26280.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | NU HOLDINGS LTD/CAYMAN ISLANDS                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       412 | NC      | $35226.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | KRANESHARES CSI CHINA INTERNET                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       202 | NC      | $9999.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | FUTU HOLDINGS LTD                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |        16 | NC      | $37600.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                             | Bank Central Asia Tbk PT                                                         | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    159000 | NS      | $81406.67     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd              | Ping An Insurance Group Co of China Ltd                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     44000 | NS      | $317870.59    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Ning Co Ltd                                       | Li Ning Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |     33500 | NS      | $72836.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                | Emaar Properties PJSC                                                            | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     42930 | NS      | $166123.79    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Medincell SA                                         | Medincell SA                                                                     | CUSIP: 000000000<br>LEI: 969500R79U6PXCL2FF46 | Long             | EC               | CORP              | FR        |      1580 | NS      | $70103.51     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                            | Baidu Inc                                                                        | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |     26800 | NS      | $405650.91    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonking Holdings Ltd                                 | Lonking Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | KY        |    839000 | NS      | $334433.26    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Eugene Technology Co Ltd                             | Eugene Technology Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3920 | NS      | $259897.23    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia AG                                          | Implenia AG                                                                      | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |       910 | NS      | $72208.70     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                        | Samsung Life Insurance Co Ltd                                                    | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |      1945 | NS      | $210194.67    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                     | PTT Exploration & Production PCL                                                 | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |     46000 | NS      | $152425.52    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                         | Impala Platinum Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      5875 | NS      | $62962.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                          | Swissquote Group Holding SA                                                      | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |        83 | NS      | $52733.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Iberdrola SA                                         | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     13780 | NS      | $279268.79    | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| Hypera SA                                            | Hypera SA                                                                        | CUSIP: 000000000<br>LEI: 25490092WKPBKTIZX403 | Long             | EC               | CORP              | BR        |      4510 | NS      | $21661.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                               | KB Financial Group Inc                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     11555 | NS      | $943276.08    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Jentech Precision Industrial Co Ltd                  | Jentech Precision Industrial Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1900 | NS      | $130275.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                        | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    116000 | NS      | $1128764.65   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                      | Sands China Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |     64000 | NS      | $166800.38    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bizlink Holding Inc                                  | Bizlink Holding Inc                                                              | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |      6450 | NS      | $289916.57    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                        | Zhongsheng Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |     23000 | NS      | $36307.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                             | Rolls-Royce Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    127225 | NS      | $1957839.40   | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                     | Raia Drogasil SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     20332 | NS      | $75584.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                           | Astra International Tbk PT                                                       | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    764856 | NS      | $282815.67    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                                | ASPEED Technology Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1960 | NS      | $347592.39    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                           | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     45000 | PA      | $44934.53     | 0.03%             | 2032-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                     | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |     20000 | PA      | $19982.20     | 0.02%             | 2031-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                              | VERSANT MEDIA GROUP INC TERM LOAN B                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $39916.80     | 0.03%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                          | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      5550 | NS      | $58235.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Zhejiang Sanhua Intelligent Controls Co Ltd          | Zhejiang Sanhua Intelligent Controls Co Ltd                                      | CUSIP: 000000000<br>LEI: 8368003UTQ4F88XERZ23 | Long             | EC               | CORP              | CN        |     13600 | NS      | $95501.35     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Venustech Group Inc                                  | Venustech Group Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24000 | NS      | $52869.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iflytek Co Ltd                                       | Iflytek Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3003000T23C63KVWOH32 | Long             | EC               | CORP              | CN        |      4100 | NS      | $32060.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NAURA Technology Group Co Ltd                        | NAURA Technology Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300JI5I0B95GO5C39 | Long             | EC               | CORP              | CN        |      2200 | NS      | $125871.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyosung Heavy Industries Corp                        | Hyosung Heavy Industries Corp                                                    | CUSIP: 000000000<br>LEI: 988400IDLF9EQ95M0928 | Long             | EC               | CORP              | KR        |       303 | NS      | $489138.45    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Elevator Service Holdings Co Ltd               | Japan Elevator Service Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $63569.51     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                             | Zhongji Innolight Co Ltd                                                         | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |      2700 | NS      | $178298.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co Ltd                                 | Hyundai Rotem Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       330 | NS      | $53388.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xiaomi Corp                                          | Xiaomi Corp                                                                      | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |     27600 | NS      | $153122.33    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                          | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     49400 | NS      | $116247.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovent Biologics Inc                               | Innovent Biologics Inc                                                           | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | KY        |     17000 | NS      | $190699.08    | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kasumigaseki Capital Co Ltd                          | Kasumigaseki Capital Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800K2AQIR06QHCT28 | Long             | EC               | CORP              | JP        |      1000 | NS      | $54515.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                     | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |     14200 | NS      | $38337.33     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd               | Contemporary Amperex Technology Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      6040 | NS      | $330237.31    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Life360 Inc                                          | Life360 Inc                                                                      | CUSIP: 000000000<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      2815 | NS      | $91266.29     | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                            | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     40500 | NS      | $861788.82    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro-Fabrication Equipment Inc China       | Advanced Micro-Fabrication Equipment Inc China                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2260 | NS      | $88789.08     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co Ltd                            | Montage Technology Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7150 | NS      | $137044.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NORBIT ASA                                           | NORBIT ASA                                                                       | CUSIP: 000000000<br>LEI: 254900C08RCMXVZYFY97 | Long             | EC               | CORP              | NO        |      1850 | NS      | $37243.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AlzChem Group AG                                     | AlzChem Group AG                                                                 | CUSIP: 000000000<br>LEI: 8945004EL7WZK3ERG181 | Long             | EC               | CORP              | DE        |       380 | NS      | $73207.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Orient Wires & Cables Co Ltd                  | Ningbo Orient Wires & Cables Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8700 | NS      | $76655.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                           | JD.com Inc                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |     45700 | NS      | $754505.89    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                  | Kuaishou Technology                                                              | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |     18800 | NS      | $174545.48    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RENK Group AG                                        | RENK Group AG                                                                    | CUSIP: 000000000<br>LEI: 894500H8CNSZ53EI6K63 | Long             | EC               | CORP              | DE        |       950 | NS      | $72329.44     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                     | SK Square Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1775 | NS      | $322190.33    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisilicon Microelectronics Shanghai Co Ltd         | Verisilicon Microelectronics Shanghai Co Ltd                                     | CUSIP: 000000000<br>LEI: 836800TNWRM7QRXH6S33 | Long             | EC               | CORP              | CN        |      5905 | NS      | $132186.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                 | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     13700 | NS      | $1112819.46   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Socionext Inc                                        | Socionext Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $33756.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Lottomatica Group Spa                                | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |      3040 | NS      | $74960.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                               | Yum China Holdings Inc                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      3250 | NS      | $139960.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Next Vision Stabilized Systems Ltd                   | Next Vision Stabilized Systems Ltd                                               | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |       900 | NS      | $39513.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                | Rede D'Or Sao Luiz SA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     20915 | NS      | $168487.83    | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Cambricon Technologies Corp Ltd                      | Cambricon Technologies Corp Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1030 | NS      | $199072.58    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co Ltd                               | Kweichow Moutai Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       700 | NS      | $140804.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd               | China Tourism Group Duty Free Corp Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5700 | NS      | $60974.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai International Airport Co Ltd                | Shanghai International Airport Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003000CIJ7O6AOQF345 | Long             | EC               | CORP              | CN        |     14700 | NS      | $66718.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                        | Eastroc Beverage Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |     20230 | NS      | $796135.90    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| R&S Group Holding AG                                 | R&S Group Holding AG                                                             | CUSIP: 000000000<br>LEI: 549300BKHOM0Y2GJZJ41 | Long             | EC               | CORP              | CH        |      1910 | NS      | $62860.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                    | Tencent Music Entertainment Group                                                | CUSIP: 000000000<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |      6300 | NS      | $70371.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hygon Information Technology Co Ltd                  | Hygon Information Technology Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4525 | NS      | $145916.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBTech Robotics Corp Ltd                             | UBTech Robotics Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 836800LIVMBW69Z2WT05 | Long             | EC               | CORP              | CN        |      3700 | NS      | $65472.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Sectra AB                                            | Sectra AB                                                                        | CUSIP: 000000000<br>LEI: 549300R9ZBT8YSFFK266 | Long             | EC               | CORP              | SE        |      1440 | NS      | $45679.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Fourth Paradigm Technology Co Ltd            | Beijing Fourth Paradigm Technology Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16500 | NS      | $118230.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Rakuten Bank Ltd                                     | Rakuten Bank Ltd                                                                 | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |     14800 | NS      | $812332.64    | 0.63%             |  |  |  | No            |                  2 | On Loan: —       |
| Horizon Robotics                                     | Horizon Robotics                                                                 | CUSIP: 000000000<br>LEI: 6556007NGGE745XQ6B52 | Long             | EC               | CORP              | KY        |    100200 | NS      | $113477.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                    | Bajaj Finance Ltd                                                                | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |      6035 | NS      | $71028.21     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                        | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |     78615 | NS      | $308187.23    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TF Bank AB                                           | TF Bank AB                                                                       | CUSIP: 000000000<br>LEI: 529900BGZZZTLLBR1X49 | Long             | EC               | CORP              | SE        |      3500 | NS      | $68228.56     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hacksaw AB                                           | Hacksaw AB                                                                       | CUSIP: 000000000<br>LEI: 636700SMLZDCBPNPMJ36 | Long             | EC               | CORP              | SE        |      4100 | NS      | $32751.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     25985 | NS      | $1924101.66   | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent Inc                                       | BayCurrent Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $50450.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Superloop Ltd                                        | Superloop Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900A6RVCX545NWC88 | Long             | EC               | CORP              | AU        |     17300 | NS      | $35295.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Joyson Electronic Corp                        | Ningbo Joyson Electronic Corp                                                    | CUSIP: 000000000<br>LEI: 300300XPY07RUN7V4863 | Long             | EC               | CORP              | CN        |     18700 | NS      | $83832.70     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DroneShield Ltd                                      | DroneShield Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299002AW8NA4BW6MU87 | Long             | EC               | CORP              | AU        |     10873 | NS      | $27152.55     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Ambea AB                                             | Ambea AB                                                                         | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      5060 | NS      | $68224.27     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Munters Group AB                                     | Munters Group AB                                                                 | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |      3200 | NS      | $54158.66     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BAWAG Group AG                                       | BAWAG Group AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      5925 | NS      | $765695.15    | 0.59%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WiseTech Global Ltd                                  | WiseTech Global Ltd                                                              | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      4955 | NS      | $223480.29    | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| Air Canada                                           | Air Canada 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     49250 | PA      | $49428.53     | 0.04%             | 2031-03-21      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                          | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    110722 | PA      | $110238.64    | 0.09%             | 2030-10-08      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2813000 | PA      | $3179533.90   | 2.47%             | 2032-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Credicorp Ltd                                        | Credicorp Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |       285 | NS      | $74385.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                            | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      9604 | NS      | $778884.40    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAB HOLDINGS LTD                                    | Grab Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | DBT              | CORP              | KY        |    253000 | PA      | $293986.00    | 0.23%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Linde PLC                                            | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      1505 | NS      | $629541.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Mcdermott International Ltd                          | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |      2347 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                          | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |      2607 | NS      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                       | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     12020 | NS      | $497027.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                   | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      6550 | NS      | $308570.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       405 | NS      | $265404.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1590 | NS      | $1684175.70   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                           | uniQure NV                                                                       | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |      1080 | NS      | $73105.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| IREN Ltd                                             | IREN Ltd                                                                         | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |       590 | NS      | $35842.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2025-12-22

**Name of Applicant:** CALAMOS GLOBAL TOTAL RETURN FUND

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer