# EDGAR Filing Document

**Accession Number:** 0001285650
**File Stem:** 0001410368-26-067644
**Filing Date:** 2026-6
**Character Count:** 295997
**Document Hash:** cb7d47caa344cbc4c43ed8436d130b31
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067644.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067644

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**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:** 261128564

**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:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $210582548.54

**Total Liabilities:** $68982130.60

**Net Assets:** $141600417.94

**Delayed Delivery Securities:** $251692.65

**Cash Not Reported:** $5119543.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15.78000000 | **1-Year:** -1493.24000000 | **5-Year:** -1383.45000000 | **10-Year:** -182.90000000 | **30-Year:** -30.34000000

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

- **3-Month:** -205.13000000 | **1-Year:** -3206.86000000 | **5-Year:** -6734.73000000 | **10-Year:** -873.30000000 | **30-Year:** -92.72000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.49%                | -11.37%              | 15.98%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1941191.61              | $3518773.60                                |
| Month 2  | $1385471.04              | $-15751086.39                              |
| Month 3  | $974417.65               | $20792319.08                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Knowledge Atlas Technology JSC Ltd               | Knowledge Atlas Technology JSC Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6100 | NS      | $697153.96    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36287.30     | 0.03%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41880.27     | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44354.25     | 0.03%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                          | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     45000 | PA      | $2680.65      | 0.00%             | 2030-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                       | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     45000 | PA      | $43938.23     | 0.03%             | 2032-10-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25148.25     | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | 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      | $36397.92     | 0.03%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20237.40     | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | 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      | $149578.57    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                             | Kerry Properties Ltd                                                             | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     15800 | NS      | $48091.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                         | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     29724 | PA      | $29571.10     | 0.02%             | 2031-06-13      | Floating      | 6.15%                 | 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      | $57270.95     | 0.04%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20645.60     | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                             | JUPITER BORROWER INC TERM LOAN B                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30150.00     | 0.02%             | 2033-03-25      | None          | 0.00%                 | 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      | $46004.85     | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                              | AST SpaceMobile Inc                                                              | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |     14910 | NS      | $1101849.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| RFNA LP                                          | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44600.85     | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47477.98     | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     22000 | PA      | $22526.46     | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CENTURY ALUMINUM COMPANY                         | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45613.04     | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                      | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20896.40     | 0.01%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                         | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36361.20     | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ASTRONICS CORP                                   | Astronics Corp                                                                   | CUSIP: 046433AE8<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |    360000 | PA      | $531658.80    | 0.38%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                         | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     17500 | PA      | $110.95       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                     | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10430.20     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                  | Kandenko Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |     24300 | NS      | $1060002.66   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd           | Contemporary Amperex Technology Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      8200 | NS      | $526368.70    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                         | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60789.47     | 0.04%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jenoptik AG                                      | Jenoptik AG                                                                      | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |      2410 | NS      | $94843.17     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                              | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61945.65     | 0.04%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21473.40     | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                      | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |     38300 | NS      | $166645.27    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                    | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | EC               | CORP              | DE        |      4200 | NS      | $39932.29     | 0.03%             |  |  |  | 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      | $31507.08     | 0.02%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       160 | NC      | $9520.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                        | Avnet Inc                                                                        | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    420000 | PA      | $550027.80    | 0.39%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23587.42     | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22002.26     | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| RHB Bank Bhd                                     | RHB Bank Bhd                                                                     | CUSIP: 000000000<br>LEI: 549300ZHRPSV7QIUJT80 | Long             | EC               | CORP              | MY        |    110620 | NS      | $226727.13    | 0.16%             |  |  |  | No            |                  1 | 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              | CORP              | US        |     45000 | PA      | $44236.35     | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       264 | NC      | $13332.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                         | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62779.20     | 0.04%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15699.15     | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40161.60     | 0.03%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Kweichow Moutai Co Ltd                           | Kweichow Moutai Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       700 | NS      | $141883.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $46703.70     | 0.03%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20091.80     | 0.01%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $37753.65     | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4905 | NS      | $1127414.25   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc 2026 Term Loan N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     20000 | PA      | $20055.70     | 0.01%             | 2033-02-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                          | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31288 | PA      | $31290.69     | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                               | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44985.60     | 0.03%             | 2031-08-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46258.20     | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                      | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58704.70     | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15570.60     | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | 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        |     26000 | PA      | $26013.52     | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                         | Rolls-Royce Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    112405 | NS      | $1808771.43   | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKTON INC                                      | LOCKTON INC TERM LOAN B                                                          | CUSIP: 000000000<br>LEI: 549300K1E1VE46VELA06 | Long             | LON              | CORP              | US        |     10000 | PA      | $10037.50     | 0.01%             | 2033-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANTEST CORPORATION                            | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | DBT              | CORP              | JP        | 100000000 | PA      | $759733.00    | 0.54%             | 2031-03-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20033.00     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| VOYAGER PARENT LLC                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22383.06     | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | 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        |     40000 | PA      | $32540.40     | 0.02%             | 2029-02-01      | Fixed         | 3.88%                 | 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            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43932.24     | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44664.30     | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                  | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7775 | NS      | $1283419.25   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | NORWEGIAN CRUISE LINE HOLDINGS                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BM        |       293 | NC      | $1172.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                       | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28852.50     | 0.02%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Pfisterer Holding SE                             | Pfisterer Holding SE                                                             | CUSIP: 000000000<br>LEI: 529900APPYG9TGZYS639 | Long             | EC               | CORP              | DE        |       360 | NS      | $43829.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                          | Reinsurance Group of America Inc                                                 | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19600.20     | 0.01%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16527.36     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35827.05     | 0.03%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Zijin Gold International Co Ltd                  | Zijin Gold International Co Ltd                                                  | CUSIP: 000000000<br>LEI: 254900FINUJR4MZ8A417 | Long             | EC               | CORP              | HK        |      5800 | NS      | $114570.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25507.50     | 0.02%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                              | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38820.18     | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47382.30     | 0.03%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Montage Technology Co Ltd                        | Montage Technology Co Ltd                                                        | CUSIP: 000000000<br>LEI: 836800ZMWT5PAN574D81 | Long             | EC               | CORP              | CN        |      7750 | NS      | $199020.73    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21369.92     | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Level 3 Financing Inc                            | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     45000 | PA      | $45208.80     | 0.03%             | 2032-03-29      | Floating      | 6.90%                 | 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      | 12.00%                | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co Ltd                         | Doosan Enerbility Co Ltd                                                         | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |      2315 | NS      | $201758.52    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34527.15     | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUDACY INC                                       | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $1659.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAURA Technology Group Co Ltd                    | NAURA Technology Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300JI5I0B95GO5C39 | Long             | EC               | CORP              | CN        |      4200 | NS      | $332272.11    | 0.23%             |  |  |  | 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      | $21815.96     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38964.40     | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                            | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |     44775 | PA      | $45185.59     | 0.03%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                 | Singapore Telecommunications Ltd                                                 | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    284800 | NS      | $1031487.96   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28330.40     | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | 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      | $65653.25     | 0.05%             | 2030-07-15      | Fixed         | 6.75%                 | 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      | $46966.50     | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9993.70      | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KCC CORP                                         | KCC Corp                                                                         | CUSIP: 000000000<br>LEI: 988400BF3M5UFPF3PH17 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $489576.00    | 0.35%             | 2030-07-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MGM RESORTS INTL                                 | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81144.80     | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23374.67     | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                                   | EP Energy Corp                                                                   | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |       341 | NS      | $341.00       | 0.00%             |  |  |  | No            |                  1 | 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      | $35460.30     | 0.03%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Beijing Huafeng Test & Control Technology Co Ltd | Beijing Huafeng Test & Control Technology Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       830 | NS      | $42709.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15494.55     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44433.19     | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                  | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     48000 | PA      | $19544.64     | 0.01%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                            | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62712.00     | 0.04%             | 2032-11-15      | Fixed         | 7.63%                 | 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      | $24605.75     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Syntec Technology Co Ltd                         | Syntec Technology Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6050 | NS      | $491302.58    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                              | Ascendis Pharma A/S                                                              | CUSIP: 000000000<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       310 | NS      | $71107.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     35000 | PA      | $36583.05     | 0.03%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                          | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20581.60     | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39890.80     | 0.03%             | 2030-03-15      | Fixed         | 6.63%                 | 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        |      3546 | PA      | $3550.15      | 0.00%             | 2030-12-31      | Floating      | 7.41%                 | 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        |       190 | NS      | $88482.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27034.02     | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                             | Osaic Holdings Inc 2026 Term Loan B                                              | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     40000 | PA      | $40049.00     | 0.03%             | 2032-07-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                            | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $471614.70    | 0.33%             | 2032-09-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11346.50     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Nitto Boseki Co Ltd                              | Nitto Boseki Co Ltd                                                              | CUSIP: 000000000<br>LEI: 3538005B13YMJ9BWQO82 | Long             | EC               | CORP              | JP        |       200 | NS      | $36746.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1                          | PR RNO Property Owner 1 LLC                                                      | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22810.22     | 0.02%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                             | Southern Copper Corp                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1399 | NS      | $240194.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16783.42     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                         | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |      8750 | PA      | $24.50        | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10540.80     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                       | ViaSat Inc 2023 Term Loan                                                        | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     24987 | PA      | $25093.78     | 0.02%             | 2030-05-30      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26934.00     | 0.02%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                            | STMicroelectronics NV                                                            | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $766542.00    | 0.54%             | 2027-08-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                           | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |     30102 | PA      | $29137.64     | 0.02%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                           | Chemours Company (The) 2025 USD Term Loan B                                      | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |     19950 | PA      | $19940.03     | 0.01%             | 2032-10-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45716.40     | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34659.60     | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 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      | $1865880.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Italgas SpA                                      | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      4300 | NS      | $51943.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Advantest Corp                                   | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      2000 | NS      | $373437.07    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST MAJESTIC SILVER                            | First Majestic Silver Corp                                                       | CUSIP: 32076VAE3<br>LEI: 529900PWCU5DUH1DYR51 | Long             | DBT              | CORP              | CA        |    384000 | PA      | $469777.92    | 0.33%             | 2031-01-15      | Fixed         | 0.13%                 | 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      | $30298.47     | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                    | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28522.20     | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Tel Aviv Stock Exchange Ltd                      | Tel Aviv Stock Exchange Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1580 | NS      | $79502.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39809.20     | 0.03%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19918.80     | 0.01%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Autoever Corp                            | Hyundai Autoever Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       100 | NS      | $30899.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    105945 | PA      | $114988.47    | 0.08%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44349.75     | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42152.04     | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55158.95     | 0.04%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                              | Treehouse Foods Inc 2026 Term Loan B                                             | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |     20000 | PA      | $20190.70     | 0.01%             | 2033-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50784.16     | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Kioxia Holdings Corp                             | Kioxia Holdings Corp                                                             | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      1700 | NS      | $411329.56    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                  | Mitsubishi Heavy Industries Ltd                                                  | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      9700 | NS      | $289505.01    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                 | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53946.75     | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP JUN26 200 CALL                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        97 | NC      | $122705.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20389.20     | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25152.50     | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | 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        |     89411 | PA      | $91247.62     | 0.06%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                       | Saipem SpA                                                                       | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $952039.98    | 0.67%             | 2029-09-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Exail Technologies SA                            | Exail Technologies SA                                                            | CUSIP: 000000000<br>LEI: 549300EWC06TYV07XE53 | Long             | EC               | CORP              | FR        |       310 | NS      | $45110.49     | 0.03%             |  |  |  | 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      | $11396.00     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8000 | NS      | $1023840.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Microwave Technology Inc               | Universal Microwave Technology Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4100 | NS      | $203992.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                               | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12126.20     | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                   | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19929.20     | 0.01%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                       | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     36160 | NS      | $5445247.07   | 3.85%             |  |  |  | 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        |    130117 | PA      | $126961.91    | 0.09%             | 2030-10-08      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| Rainbow Robotics                                 | Rainbow Robotics                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       220 | NS      | $100186.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                         | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76844.82     | 0.05%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                     | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      8790 | NS      | $206074.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Adani Power Ltd                                  | Adani Power Ltd                                                                  | CUSIP: 000000000<br>LEI: 33580074T4XKFXBDG813 | Long             | EC               | CORP              | IN        |     88000 | NS      | $207283.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                         | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56012.00     | 0.04%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                               | Connect Finco Sarl 2024 Extended Term Loan B                                     | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     64746 | PA      | $65041.24     | 0.05%             | 2029-09-27      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Next Vision Stabilized Systems Ltd               | Next Vision Stabilized Systems Ltd                                               | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |       370 | NS      | $42413.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39023.79     | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25401.25     | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20161.20     | 0.01%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    880000 | PA      | $929227.20    | 0.66%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9629.50      | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXAIL TECHNOLOGIES                               | Exail Technologies SA                                                            | CUSIP: 000000000<br>LEI: 549300EWC06TYV07XE53 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $483792.48    | 0.34%             | 2030-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EW SCRIPPS CO                                    | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23084.18     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | 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        |     10266 | PA      | $10032.68     | 0.01%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                              | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21975.36     | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44404.65     | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Exosens SAS                                      | Exosens SAS                                                                      | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      1570 | NS      | $119893.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                         | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46848.15     | 0.03%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                                | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $0.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp                                  | ERO Copper Corp                                                                  | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      1430 | NS      | $36961.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripod Technology Corp                           | Tripod Technology Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19800 | NS      | $285263.22    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                          | Hanwha Aerospace Co Ltd                                                          | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |       380 | NS      | $365008.86    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Grenergy Renovables SA                           | Grenergy Renovables SA                                                           | CUSIP: 000000000<br>LEI: 959800M1FVPL5BMW3R13 | Long             | EC               | CORP              | ES        |       330 | NS      | $46832.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TRINSEO LUX/TRINSEO NA                           | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                      | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     18333 | PA      | $455.76       | 0.00%             | 2029-05-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CES Energy Solutions Corp                        | CES Energy Solutions Corp                                                        | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |      7550 | NS      | $107495.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25410.32     | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15614.70     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                            | Hyundai Glovis Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |       210 | NS      | $32424.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27043.52     | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Viking Holdings Ltd                              | Viking Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |     14130 | NS      | $1157388.30   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                       | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      3400 | NS      | $1205266.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyosung Heavy Industries Corp                    | Hyosung Heavy Industries Corp                                                    | CUSIP: 000000000<br>LEI: 988400IDLF9EQ95M0928 | Long             | EC               | CORP              | KR        |       916 | NS      | $2467529.72   | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                | Banco Bradesco SA                                                                | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     42190 | NS      | $163697.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38208.05     | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44629.65     | 0.03%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                 | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46808.10     | 0.03%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     22000 | PA      | $21510.72     | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Axia Energia SA                                  | Axia Energia SA                                                                  | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     23100 | NS      | $289461.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24018.48     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                              | AST SpaceMobile Inc                                                              | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    324000 | PA      | $327975.48    | 0.23%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  12600000 | PA      | $731692.27    | 0.52%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                             | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45830.25     | 0.03%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38771.07     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     14360 | NS      | $5525728.00   | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32369.58     | 0.02%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48285.64     | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                              | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45246.60     | 0.03%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ceres Power Holdings PLC                         | Ceres Power Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800N7AAHSXQUOA733 | Long             | EC               | CORP              | GB        |     11083 | NS      | $93773.10     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29824.76     | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22992.20     | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | 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        |     44888 | PA      | $45154.13     | 0.03%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18965.40     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                    | Ibiden Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      1500 | NS      | $128295.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | KRANESHARES CSI CHINA INTERNET                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      2456 | NC      | $61400.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20812.80     | 0.01%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49625.16     | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1680 | NS      | $2417503.20   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       355 | NS      | $46817.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| OTP Bank Nyrt                                    | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      1275 | NS      | $171014.35    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                            | Lumentum Holdings Inc                                                            | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    434000 | PA      | $2115763.02   | 1.49%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AIXTRON AG                                       | AIXTRON SE                                                                       | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $722862.58    | 0.51%             | 2031-04-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29806.50     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                 | Hyundai Motor Co                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |      8575 | NS      | $3108092.52   | 2.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18510.94     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                       | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $27792.43     | 0.02%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  14000000 | PA      | $835773.13    | 0.59%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25535.50     | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                    | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22771.61     | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                       | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $37420.65     | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ZOOMLION HEAVY INDUSTRY                          | Zoomlion Heavy Industry Science and Technology Co Ltd                            | CUSIP: 000000000<br>LEI: 529900QZ3EMAU0QKFK85 | Long             | DBT              | CORP              | CN        |   4000000 | PA      | $589687.79    | 0.42%             | 2031-02-05      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| MediaTek Inc                                     | MediaTek Inc                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      4400 | NS      | $367319.10    | 0.26%             |  |  |  | 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        |     49388 | PA      | $47223.42     | 0.03%             | 2028-11-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                  | Nebius Group NV                                                                  | CUSIP: 63954QAJ5<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |    491000 | PA      | $545933.08    | 0.39%             | 2031-03-15      | Fixed         | 1.25%                 | 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        |     65000 | PA      | $63939.20     | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $8534.57      | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11263.67     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | 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      | $32314.92     | 0.02%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Compeq Manufacturing Co Ltd                      | Compeq Manufacturing Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     34700 | NS      | $270588.54    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TWILIO INC                                       | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10300.07     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CLARITEV CORP                                    | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15581 | PA      | $10210.85     | 0.01%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34130.56     | 0.02%             | 2029-02-01      | Fixed         | 8.25%                 | 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        |     35873 | PA      | $35999.29     | 0.03%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                   | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23448.27     | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | 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        |     45000 | PA      | $42698.70     | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | DARLING INGREDIENTS INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       227 | NC      | $433570.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10068.20     | 0.01%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                     | Fujikura Ltd                                                                     | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     15000 | NS      | $578744.77    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      4025 | NS      | $1641314.50   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                           | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     45000 | PA      | $46122.30     | 0.03%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                            | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61862.68     | 0.04%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                                      | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23544.41     | 0.02%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198872.00    | 0.14%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17514.40     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Minimax Group Inc                                | Minimax Group Inc                                                                | CUSIP: 000000000<br>LEI: 984500GAF1264B3B9Z19 | Long             | EC               | CORP              | KY        |      5020 | NS      | $469012.61    | 0.33%             |  |  |  | No            |                  2 | On Loan: —       |
| Comfort Systems USA Inc                          | Comfort Systems USA Inc                                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       330 | NS      | $607282.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Material Co Ltd                            | Elite Material Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3400 | NS      | $506615.71    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing, Inc.            | American Axle and Manufacturing Inc 2025 Incremental Term Loan C                 | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |     44550 | PA      | $44605.69     | 0.03%             | 2033-02-03      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20566.20     | 0.01%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Robotis Co Ltd                                   | Robotis Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       900 | NS      | $195789.44    | 0.14%             |  |  |  | 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            |                  1 | On Loan: No      |
| Chamberlain Group Inc                            | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     44712 | PA      | $44718.85     | 0.03%             | 2032-09-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA               | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      5430 | NS      | $460898.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                          | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24747.25     | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19223.20     | 0.01%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| LIFE TIME INC                                    | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45668.70     | 0.03%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BuySell Technologies Co Ltd                      | BuySell Technologies Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800QCRDO2G02AM851 | Long             | EC               | CORP              | JP        |      3000 | NS      | $64296.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $19340.16     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58919.17     | 0.04%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 26-1B PTT                           | American Airlines 2026-1 Class B Pass Through Trust                              | CUSIP: 02380KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30030.60     | 0.02%             | 2035-05-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1500 | NS      | $234870.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15406.80     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     31380 | NS      | $6262506.60   | 4.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic Drive Systems Inc                       | Harmonic Drive Systems Inc                                                       | CUSIP: 000000000<br>LEI: 353800XFIX2EUARGOE85 | Long             | EC               | CORP              | JP        |     33100 | NS      | $1128429.63   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35815.85     | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21732.47     | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                   | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23609.27     | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | 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      | $21680.34     | 0.02%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                             | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4740 | NS      | $1102287.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        50 | NC      | $202750.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FLSmidth & Co A/S                                | FLSmidth & Co A/S                                                                | CUSIP: 000000000<br>LEI: 213800MXXDGQ3ITPXI41 | Long             | EC               | CORP              | DK        |       470 | NS      | $34907.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                 | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     19829 | NS      | $837180.38    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                      | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435684.60    | 0.31%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56555.73     | 0.04%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Helmerich & Payne Inc                            | Helmerich & Payne Inc                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     11400 | NS      | $460332.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES MSCI INDIA ETF                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1511 | NC      | $79327.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co Ltd                          | Open House Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |       700 | NS      | $41197.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                  | OSI Systems Inc                                                                  | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    450000 | PA      | $480294.00    | 0.34%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                                       | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |      1882 | NS      | $34534.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGUS LLC                                         | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11295 | PA      | $1969.62      | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | MetLife Inc                                                                      | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9870.90      | 0.01%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| OPEN TEXT INC                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $22223.24     | 0.02%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JINKAI INVESTMENT HOLDI                          | Jinkai Investment Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 254900SACG78Z9C9V725 | Long             | DBT              | CORP              | HK        |    900000 | PA      | $843705.00    | 0.60%             | 2031-02-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Bank of India                              | State Bank of India                                                              | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |     25739 | NS      | $292087.39    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                         | Virgin Media Bristol LLC 2020 USD Term Loan Q                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     45000 | PA      | $44175.15     | 0.03%             | 2029-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15741.00     | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32143.04     | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      7610 | NS      | $789537.50    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                                | Bloom Energy Corp                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $2068153.56   | 1.46%             | 2030-11-15      | None          | 0.00%                 | 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      | $21079.80     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HAPPY EVER HOLDINGS LTD                          | Happy Ever Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 254900F7KYVV00UWUV38 | Long             | DBT              | CORP              | VG        |  12000000 | PA      | $1576554.10   | 1.11%             | 2030-07-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Chroma ATE Inc                                   | Chroma ATE Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7100 | NS      | $485145.23    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19863.40     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9061.40      | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31310.72     | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21073.20     | 0.01%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Multi Commodity Exchange of India Ltd            | Multi Commodity Exchange of India Ltd                                            | CUSIP: 000000000<br>LEI: 254900BTZEPM27IOAM68 | Long             | EC               | CORP              | IN        |      4450 | NS      | $140083.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraken Robotics Inc                              | Kraken Robotics Inc                                                              | CUSIP: 50077N102<br>LEI: 529900IX6H61N726FS70 | Long             | EC               | CORP              | CA        |     97000 | NS      | $557713.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTRAL GARDEN & PET CO                          | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48012.93     | 0.03%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                               | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    967000 | PA      | $1005650.99   | 0.71%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                         | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    521000 | PA      | $543079.98    | 0.38%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                              | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55102.32     | 0.04%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                           | KB Financial Group Inc                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     11885 | NS      | $1301468.20   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        33 | NS      | $732.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36557.50     | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | 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        |      4300 | NS      | $393679.14    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                | New Albertsons LP                                                                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33106.92     | 0.02%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                            | ASPEED Technology Inc                                                            | CUSIP: 000000000<br>LEI: 984500D002CB7E149R74 | Long             | EC               | CORP              | TW        |       971 | NS      | $521982.77    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| All Ring Tech Co Ltd                             | All Ring Tech Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9600 | NS      | $366614.59    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER CALIFORNIA INC                          | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71272.60     | 0.05%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     20940 | NS      | $1089508.20   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER FLORIDA LLC                             | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $87893.40     | 0.06%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      7800 | NS      | $1203774.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                       | Amneal Pharmaceuticals LLC 2026 Term Loan                                        | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     81876 | PA      | $82336.83     | 0.06%             | 2032-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co Ltd                 | Samsung Electro-Mechanics Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       975 | NS      | $559342.96    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                            | Lynas Rare Earths Ltd                                                            | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |     23890 | NS      | $338907.61    | 0.24%             |  |  |  | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43125.30     | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| TELEPHONE & DATA SYS                             | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |       340 | NS      | $7286.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc                         | iHeartCommunications Inc 2024 Term Loan                                          | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     49773 | PA      | $48628.45     | 0.03%             | 2029-05-01      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                    | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     83512 | PA      | $83731.30     | 0.06%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1071711.00   | 0.76%             | 2028-08-01      | Fixed         | 3.00%                 | 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      | $40897.60     | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                           | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     45000 | PA      | $47789.55     | 0.03%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co Ltd                    | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | EC               | CORP              | KR        |      7353 | NS      | $326605.34    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47181.12     | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     54190 | NS      | $3912518.00   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinik Co                                         | Kinik Co                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2100 | NS      | $36603.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                          | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45893.70     | 0.03%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                         | Team Health Holdings Inc 2026 Repriced Term Loan B                               | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     44663 | PA      | $44785.21     | 0.03%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Nextage Co Ltd                                   | Nextage Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $48290.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                      | Bank of Cyprus Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |      3650 | NS      | $39554.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                           | Cogent Biosciences Inc                                                           | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $230084.95    | 0.16%             | 2031-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                        | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      3845 | NS      | $534877.95    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46060.65     | 0.03%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                | SK Telecom Co Ltd                                                                | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |     20900 | NS      | $1354363.28   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33846.12     | 0.02%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46216.80     | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40672.80     | 0.03%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Implenia AG                                      | Implenia AG                                                                      | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |        49 | NS      | $3867.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                   | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15673.40     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                            | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     75000 | PA      | $76589.25     | 0.05%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                           | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39518.40     | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10097.10     | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Westgold Resources Ltd                           | Westgold Resources Ltd                                                           | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |     15200 | NS      | $60362.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                         | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34228.14     | 0.02%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                               | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44275.50     | 0.03%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                    | Zhongsheng Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |     23000 | NS      | $20995.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micronics Japan Co Ltd                           | Micronics Japan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |      1000 | NS      | $84075.55     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35604.10     | 0.03%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47169.45     | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34540.60     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                          | DSV A/S                                                                          | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      1020 | NS      | $250858.60    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaichi Electronics Co Ltd                      | Yamaichi Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $86736.41     | 0.06%             |  |  |  | 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      | $20361.60     | 0.01%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                      | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       180 | NS      | $12063.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74587.80     | 0.05%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21838.80     | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                          | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50635.00     | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IOI Properties Group Bhd                         | IOI Properties Group Bhd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    206000 | NS      | $215590.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                           | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34526.58     | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65558.40     | 0.05%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7270 | NS      | $1379280.46   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                              | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |     11210 | PA      | $8912.30      | 0.01%             | 2029-10-01      | Floating      | 9.77%                 | 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      | $46963.35     | 0.03%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                        | ORIX Corp                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     33500 | NS      | $1127492.46   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                          | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45823.95     | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                       | FANUC Corp                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     11500 | NS      | $507990.26    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                    | Columbus McKinnon Corporation 2026 Term Loan B                                   | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     26491 | PA      | $26568.08     | 0.02%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59857.74     | 0.04%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30429.90     | 0.02%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                               | Voyager Parent LLC Repriced Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     44888 | PA      | $44958.20     | 0.03%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                             | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24473.50     | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | 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      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25538.00     | 0.02%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                             | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42844.12     | 0.03%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4048 | NS      | $1689756.64   | 1.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Nishi-Nippon Financial Holdings Inc              | Nishi-Nippon Financial Holdings Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $40174.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20316.40     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14362.40     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20464.00     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                          | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     33290 | NS      | $1191927.13   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $19481.40     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19694.00     | 0.01%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                      | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1830 | NS      | $225163.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                           | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23193.20     | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2885 | NS      | $1101002.55   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                            | STMicroelectronics NV                                                            | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      6200 | NS      | $337839.93    | 0.24%             |  |  |  | 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      | $37557.78     | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10079.80     | 0.01%             | 2056-10-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178375.75    | 0.13%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24889.00     | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                      | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       520 | NS      | $279671.05    | 0.20%             |  |  |  | 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        |     41000 | PA      | $40026.66     | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                         | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $23145.98     | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                               | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      2552 | NS      | $51524.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                                   | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25584.50     | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     18535 | NS      | $1751186.80   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $46089.45     | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                    | TIM SA/Brazil                                                                    | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |      9100 | NS      | $47321.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24683.00     | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26524.75     | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Bharat Forge Ltd                                 | Bharat Forge Ltd                                                                 | CUSIP: 000000000<br>LEI: 3358009U5Z2BU2X3L230 | Long             | EC               | CORP              | IN        |      4500 | NS      | $90104.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44086.50     | 0.03%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JELDWEN HOLDING                                  | JELD-WEN Holding Inc                                                             | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |     34000 | PA      | $17240.72     | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Denison Mines Corp                               | Denison Mines Corp                                                               | CUSIP: 248356107<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |     11900 | NS      | $45577.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26059.75     | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                 | Coeur Mining Inc                                                                 | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46512.90     | 0.03%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IMI PLC                                          | IMI PLC                                                                          | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |      1530 | NS      | $58274.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiga Bank Ltd/The                               | Shiga Bank Ltd/The                                                               | CUSIP: 000000000<br>LEI: 3538002NUIQ8JFEJNS94 | Long             | EC               | CORP              | JP        |      4000 | NS      | $49315.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  17250000 | PA      | $950238.66    | 0.67%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                        | Nokia Oyj                                                                        | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     28090 | NS      | $362641.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20438.80     | 0.01%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                       | JD.com Inc                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |     45700 | NS      | $692360.58    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  15000000 | PA      | $852899.82    | 0.60%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                            | Lumentum Holdings Inc                                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       300 | NS      | $270696.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Ning Co Ltd                                   | Li Ning Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |     33500 | NS      | $87216.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                  | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     24276 | PA      | $22806.97     | 0.02%             | 2031-07-08      | Floating      | 6.40%                 | 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        |     45159 | PA      | $41932.27     | 0.03%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                            | ON Semiconductor Corp                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    480000 | PA      | $584520.00    | 0.41%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23785.25     | 0.02%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       289 | NS      | $6415.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                       | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24392.75     | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                          | Versant Media Group Inc Term Loan B                                              | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |     60000 | PA      | $60195.00     | 0.04%             | 2031-01-30      | Floating      | 7.20%                 | 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      | $46594.80     | 0.03%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                         | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46419.10     | 0.03%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21408.00     | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20725.00     | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10400.20     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Minth Group Ltd                                  | Minth Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900B2AH0G13K9G204 | Long             | EC               | CORP              | KY        |     34000 | NS      | $148691.33    | 0.11%             |  |  |  | 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        |     45000 | PA      | $42003.45     | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33982.66     | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                            | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66120.00     | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                         | Ultra Clean Holdings Inc                                                         | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |    822000 | PA      | $1021556.94   | 0.72%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                              | Hudbay Minerals Inc                                                              | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |     17740 | NS      | $410344.02    | 0.29%             |  |  |  | No            |                  1 | 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      | $41546.60     | 0.03%             | 2029-03-01      | Fixed         | 4.63%                 | 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      | $69284.60     | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                         | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     34000 | PA      | $36460.24     | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                              | Asahi Intecc Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |      2200 | NS      | $46293.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                   | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     23380 | NS      | $1766826.60   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10060.50     | 0.01%             | 2034-05-15      | 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        |      1215 | NS      | $1122380.55   | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| Suzhou TFC Optical Communication Co Ltd          | Suzhou TFC Optical Communication Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5000 | NS      | $226026.78    | 0.16%             |  |  |  | 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      | $42725.89     | 0.03%             | 2032-08-18      | Floating      | 7.65%                 | 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      | $19566.00     | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                              | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |       981 | PA      | $975.30       | 0.00%             | 2028-10-02      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                              | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23540.73     | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MERCADOLIBRE INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4 | NC      | $17160.00     | 0.01%             |  |  |  | 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        |     37675 | PA      | $35913.32     | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Carlit Co Ltd                                    | Carlit Co Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $50650.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                   | BAWAG Group AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      6510 | NS      | $1114842.46   | 0.79%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DAVE INC                                         | Dave Inc                                                                         | CUSIP: 23834JAA0<br>LEI: 25490061SUVXCW51RZ82 | Long             | DBT              | CORP              | US        |    520000 | PA      | $644779.20    | 0.46%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HVM Co Ltd                                       | HVM Co Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2560 | NS      | $154537.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO EXPRESS KY INC                               | ZTO Express Cayman Inc                                                           | CUSIP: 000000000<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $215863.20    | 0.15%             | 2031-03-01      | Fixed         | 0.93%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc 2026 Term Loan B                                             | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     37101 | PA      | $37252.11     | 0.03%             | 2031-02-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                            | Delta Electronics Inc                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     13300 | NS      | $932668.44    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                         | Fabrinet                                                                         | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       430 | NS      | $293892.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAM CARTER                                   | William Carter Co/The                                                            | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20583.80     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62728.47     | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                    | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     25575 | NS      | $1976496.48   | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                         | Itau Unibanco Holding SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     32198 | NS      | $280122.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                               | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21795.40     | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                        | Capitec Bank Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1115 | NS      | $289453.47    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                         | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45544.95     | 0.03%             | 2033-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10115.00     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46244.70     | 0.03%             | 2032-10-15      | Fixed         | 6.63%                 | 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      | $39029.34     | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                              | SWORD PURCHASER LLC USD TERM LOAN B                                              | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |     30000 | PA      | $29175.00     | 0.02%             | 2033-04-11      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                               | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66955.85     | 0.05%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| KBR INC                                          | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49229.00     | 0.03%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                  | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67294.50     | 0.05%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39876.00     | 0.03%             | 2066-11-01      | Floating      | 6.94%                 | 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        |    800000 | PA      | $1121864.00   | 0.79%             | 2029-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                         | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39499.20     | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                           | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50670.12     | 0.04%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                         | MI Windows and Doors LLC 2024 Term Loan B2                                       | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |     44216 | PA      | $43565.22     | 0.03%             | 2031-03-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Munters Group AB                                 | Munters Group AB                                                                 | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |      4350 | NS      | $95899.40     | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     42000 | PA      | $39119.22     | 0.03%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Hitachi Energy India Ltd                         | Hitachi Energy India Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ASJQYQLII9F213 | Long             | EC               | CORP              | IN        |      1140 | NS      | $405187.83    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1280 | NS      | $783244.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                     | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36063.30     | 0.03%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11002.86     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                           | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32767.68     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | 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        |     34000 | PA      | $33886.44     | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     55000 | PA      | $55851.40     | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| STANDARD BUILDING SOLUTI                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34013.94     | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MTAR Technologies Ltd                            | MTAR Technologies Ltd                                                            | CUSIP: 000000000<br>LEI: 335800UNMDTJY4S5SP37 | Long             | EC               | CORP              | IN        |      8350 | NS      | $590903.75    | 0.42%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                | SK Telecom Co Ltd                                                                | CUSIP: 78440P306<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |     10000 | NS      | $374100.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| SKY Perfect JSAT Corp                            | SKY Perfect JSAT Corp                                                            | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |      3000 | NS      | $65498.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                         | China Hongqiao Group Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     50500 | NS      | $213768.81    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Impro Precision Industries Ltd                   | Impro Precision Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 2549009NAG20HWV31U35 | Long             | EC               | CORP              | KY        |    171000 | NS      | $227767.79    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     88000 | PA      | $78290.08     | 0.06%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     34000 | PA      | $34782.68     | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                               | Samsung SDI Co Ltd                                                               | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |       180 | NS      | $85249.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                                  | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |        70 | NS      | $70.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN Group Ltd                                    | MTN Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     22494 | NS      | $283156.27    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                   | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2010 | NS      | $2177754.60   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Holdings SA                               | Ardagh Holdings SA                                                               | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |       889 | NS      | $6364.58      | 0.00%             |  |  |  | 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        |     43630 | NS      | $1822425.10   | 1.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Cincinnati Bell Inc                              | Cincinnati Bell Inc 2025 Term Loan B4                                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     24624 | PA      | $24650.49     | 0.02%             | 2028-11-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                              | Cardinal Health Inc                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4300 | NS      | $829384.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                 | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57962.30     | 0.04%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11178.20     | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                       | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30378.00     | 0.02%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47475.12     | 0.03%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     20000 | NS      | $683176.12    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                         | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44762.40     | 0.03%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                           | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $2454235.29   | 1.73%             | 2030-03-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                            | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65867.10     | 0.05%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35505.05     | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     45000 | PA      | $45490.05     | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                         | Mitsubishi Electric Corp                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     28400 | NS      | $1139719.70   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                      | Plus500 Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      1170 | NS      | $71070.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co Ltd                             | Weichai Power Co Ltd                                                             | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |     96100 | NS      | $441994.48    | 0.31%             |  |  |  | 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        |     34475 | PA      | $33386.97     | 0.02%             | 2029-10-10      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18206.60     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                           | NOKIA OYJ                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | FI        |      1217 | NC      | $596330.00    | 0.42%             |  |  |  | No            |                  1 | 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      | $41772.14     | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEM Holdings Ltd                                 | AEM Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     21300 | NS      | $123586.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37245.20     | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44519.72     | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31336.80     | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24093.19     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23031.75     | 0.02%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                             | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45176.85     | 0.03%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                 | Samsung C&T Corp                                                                 | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      1440 | NS      | $294198.41    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SinoPac Financial Holdings Co Ltd                | SinoPac Financial Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    239945 | NS      | $235112.77    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77152.14     | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                               | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46707.75     | 0.03%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                  | PPL Corp                                                                         | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |     26700 | NS      | $1346748.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11352.22     | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1012817.90   | 0.72%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31184.86     | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22911.50     | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | 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        |      7367 | PA      | $7261.28      | 0.01%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Stack Capital Group Inc                          | Stack Capital Group Inc                                                          | CUSIP: 85236X104<br>LEI: 549300NFTBCUS53LHD40 | Long             | EC               | CORP              | CA        |      2400 | NS      | $47245.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11490.71     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                             | Bridgebio Pharma Inc                                                             | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    746000 | PA      | $737279.26    | 0.52%             | 2033-02-01      | Fixed         | 0.75%                 | 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        |     44439 | PA      | $44626.71     | 0.03%             | 2031-11-05      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                     | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31042.44     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SK Square Co Ltd                                 | SK Square Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1105 | NS      | $643110.76    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                              | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     49000 | PA      | $49182.53     | 0.03%             | 2031-03-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| QVC INC                                          | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     20000 | PA      | $9672.60      | 0.01%             | 2034-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                         | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     55000 | PA      | $54974.70     | 0.04%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37146.20     | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sieyuan Electric Co Ltd                          | Sieyuan Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: 836800H6UQQUWN4PSZ32 | Long             | EC               | CORP              | CN        |      4800 | NS      | $137458.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23688.39     | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                           | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42505.20     | 0.03%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                       | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45739.35     | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                        | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     38300 | NS      | $631222.65    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                               | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22118.80     | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                         | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66231.90     | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                         | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     38898 | PA      | $26340.56     | 0.02%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                  | Grupo Cibest SA                                                                  | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |      1980 | NS      | $135016.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc                                     | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      1890 | NS      | $1685441.51   | 1.19%             |  |  |  | No            |                  2 | 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      | $22403.61     | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $71420.28     | 0.05%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9942.20      | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     19700 | NS      | $958799.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      9167 | PA      | $9177.58      | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                         | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41849.20     | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                    | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |     59000 | NS      | $236780.54    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                         | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18716.94     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                            | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33144.22     | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67789.26     | 0.05%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     23000 | PA      | $24105.61     | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | 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      | $53805.40     | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                | Indra Sistemas SA                                                                | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     13725 | NS      | $789384.51    | 0.56%             |  |  |  | No            |                  2 | On Loan: —       |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30182.10     | 0.02%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                       | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1310 | NS      | $309736.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      7700 | NS      | $605759.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                         | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     17076 | PA      | $14189.99     | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westwing Group SE                                | Westwing Group SE                                                                | CUSIP: 000000000<br>LEI: 529900BN8B4KAHILIX84 | Long             | EC               | CORP              | DE        |      4940 | NS      | $77053.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                         | Ligand Pharmaceuticals Inc                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |    916000 | PA      | $1231076.52   | 0.87%             | 2030-10-01      | Fixed         | 0.75%                 | 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      | $45429.30     | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                 | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44699.00     | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46420.65     | 0.03%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20104.20     | 0.01%             | 2056-10-17      | Fixed         | 6.13%                 | 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      | $32505.36     | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | 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      | $15581.40     | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | 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      | $58714.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                       | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      7000 | NS      | $301018.76    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13687.18     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES MSCI EAFE ETF                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       847 | NC      | $401901.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29619.45     | 0.02%             | 2044-08-15      | Fixed         | 4.90%                 | 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      | $49863.84     | 0.04%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17333.88     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                             | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |     30000 | PA      | $29291.10     | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  14750000 | PA      | $875235.60    | 0.62%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PriceSmart Inc                                   | PriceSmart Inc                                                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      2485 | NS      | $389946.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44415.45     | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                              | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      9380 | NS      | $1036452.47   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| HUATAI SECURITIES CO LTD                         | Huatai Securities Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | DBT              | CORP              | CN        |   3000000 | PA      | $380836.26    | 0.27%             | 2027-02-08      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LandMark Optoelectronics Corp                    | LandMark Optoelectronics Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4700 | NS      | $407692.16    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30702.40     | 0.02%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                              | Guardant Health Inc                                                              | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    530000 | PA      | $553977.20    | 0.39%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36013.25     | 0.03%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    182240 | NS      | $12651437.68  | 8.93%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                                | Par Petroleum LLC 2025 Term Loan B                                               | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |     58790 | PA      | $59019.58     | 0.04%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15676.20     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | 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      | $51373.50     | 0.04%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                           | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36371.00     | 0.03%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $24213.00     | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Credicorp Ltd                                    | Credicorp Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |       550 | NS      | $178293.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KRN Heat Exchanger And Refrigeration Ltd         | KRN Heat Exchanger And Refrigeration Ltd                                         | CUSIP: 000000000<br>LEI: 3358007L1G6EOZQYBZ22 | Long             | EC               | CORP              | IN        |     16600 | NS      | $228820.74    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21381.95     | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | 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        |     33264 | PA      | $33305.44     | 0.02%             | 2031-05-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                               | Liberty Energy Inc                                                               | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |    811000 | PA      | $980401.68    | 0.69%             | 2031-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REVOLUTION MEDICINES INC                         | Revolution Medicines Inc                                                         | CUSIP: 76155XAA8<br>LEI: 549300JU3X0LBCQ65892 | Long             | DBT              | CORP              | US        |    467000 | PA      | $517151.13    | 0.37%             | 2033-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41393.20     | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                   | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     45000 | PA      | $44895.15     | 0.03%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44831.70     | 0.03%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24039.90     | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9895.60      | 0.01%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Daewoo Engineering & Construction Co Ltd         | Daewoo Engineering & Construction Co Ltd                                         | CUSIP: 000000000<br>LEI: 988400P76EU13V47BI82 | Long             | EC               | CORP              | KR        |      3800 | NS      | $91069.85     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                  | Sands China Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |     64000 | NS      | $134281.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SOUTHERN COPPER CORP JUN26 180 CALL                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        40 | NC      | $34800.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP                  | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      1160 | NS      | $44892.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45990.00     | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | 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      | $24153.91     | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                         | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $43768.41     | 0.03%             | 2032-01-15      | Fixed         | 8.63%                 | 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      | $4725.55      | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11443.52     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                  | Alamos Gold Inc                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     34367 | NS      | $1371289.73   | 0.97%             |  |  |  | No            |                  1 | On Loan: —       |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19602.60     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31393.95     | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33902.40     | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                         | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $42357.20     | 0.03%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                  | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     66178 | PA      | $66281.49     | 0.05%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                  | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     18000 | PA      | $9063.36      | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                          | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     45865 | NS      | $943901.70    | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Options Clearing Corp.                           | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       127 | NC      | $289877.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shengyi Technology Co Ltd                        | Shengyi Technology Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16400 | NS      | $185910.87    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20029.60     | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd                          | Tower Semiconductor Ltd                                                          | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      4890 | NS      | $1080934.50   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10071.70     | 0.01%             | 2027-01-04      | Variable      | 7.91%                 | 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      | $19708.70     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23023.23     | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     22000 | PA      | $21919.70     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIO Inc                                          | NIO Inc                                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |     11570 | NS      | $73932.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch & Lomb Corporation                        | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     49875 | PA      | $50225.56     | 0.04%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc              | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562M209<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     29000 | NS      | $615670.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45667.35     | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  12490000 | PA      | $715451.63    | 0.51%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                          | Phison Electronics Corp                                                          | CUSIP: 000000000<br>LEI: 984500BA9RE56493C972 | Long             | EC               | CORP              | TW        |       550 | NS      | $34416.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Optex Group Co Ltd                               | Optex Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $61385.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71581.30     | 0.05%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                             | BWX Technologies Inc                                                             | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1135872.32   | 0.80%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                                       | Fastly Inc                                                                       | CUSIP: 31188VAE0<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |    391000 | PA      | $730145.58    | 0.52%             | 2030-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     23000 | PA      | $23184.69     | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42717.49     | 0.03%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34167.87     | 0.02%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc    | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     20650 | NS      | $239326.48    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| OLIN CORP                                        | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44679.60     | 0.03%             | 2033-04-01      | Fixed         | 6.63%                 | 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            |                  1 | On Loan: No      |
| STONEPEAK NILE PARENT                            | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47145.15     | 0.03%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     15090 | NS      | $185607.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CINC BELL TEL                                    | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36646.56     | 0.03%             | 2028-12-01      | Fixed         | 6.30%                 | 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      | $26277.00     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                       | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22874.94     | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27775.33     | 0.02%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $32815.36     | 0.02%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1755 | NS      | $1640223.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       355 | NS      | $8857.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57333.65     | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26721.09     | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49866.96     | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                | Siemens Energy AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      3410 | NS      | $722653.21    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3425 | NS      | $1072812.75   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                   | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     18200 | NS      | $769860.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      9425 | NS      | $2498190.50   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                          | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     34537 | PA      | $34774.74     | 0.02%             | 2029-05-30      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SEA LTD                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |        41 | NC      | $10455.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                               | NextEra Energy Inc                                                               | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     25200 | NS      | $1323504.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Life Insurance Co Ltd                    | Samsung Life Insurance Co Ltd                                                    | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |      1945 | NS      | $330804.04    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                              | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     40700 | PA      | $40761.05     | 0.03%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                               | Royalty Pharma PLC                                                               | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     27130 | NS      | $1358941.70   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Optimum Communications Inc                       | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       925 | NS      | $1461.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $43258.43     | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $36896.20     | 0.03%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Seikoh Giken Co Ltd                              | Seikoh Giken Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $37192.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                              | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |     29300 | NS      | $291763.61    | 0.21%             |  |  |  | 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      | $50025.00     | 0.04%             | 2026-05-30      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        44 | NC      | $18784.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LLC                             | Emera US Finance LLC                                                             | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20071.80     | 0.01%             | 2056-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9016.20      | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | 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            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                             | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58179.00     | 0.04%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23947.60     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33650.14     | 0.02%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                              | AST SpaceMobile Inc                                                              | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    217000 | PA      | $302812.65    | 0.21%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34140.15     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     59326 | PA      | $59475.91     | 0.04%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                               | Industrial F&B Investments III Inc                                               | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25286.25     | 0.02%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                          | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15771.52     | 0.01%             | 2067-03-30      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26582.25     | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3300 | NS      | $431772.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19697.20     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | 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      | $45936.45     | 0.03%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | PETROLEO BRASILEIRO SA - PETRO                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |       181 | NC      | $45431.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 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      | $37438.40     | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | 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        |    300000 | PA      | $298782.00    | 0.21%             | 2030-03-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                                      | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28742.10     | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     44123 | PA      | $44832.06     | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES MSCI EMERGING MARKETS                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1369 | NC      | $445609.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

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

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer